is it normal to not dream when sleeping?
It's just as normal as dreaming while asleep. You probably dream but are unaware, nobody can really recall their dreams from the REM stage
Yes, many people don't dream. Or at least do not remember dreaming when they wake up
From what I hear, we always dream. But we usually don't recall our dreams. The only time we do is when we awake during or immediately after our dreams.
If you don't remember dreaming, it's because you were very deeply asleep for much of the night. But you actually did dream, you just can't remember it.