The only way we know that our dreams are actually just dreams, is waking up.
When you're in a dream, you're not thinking about the fact that you're actually sleeping and laying still. That will just wake you up most of the time.
Since we are in what we call reality, and we haven't woken up yet, it is not really relevant whether this is a dream or not. Normally we would wake up once we thought about this being a dream, but it may be not as simple as that (Cf. The Matrix or theories about us being in someone else's dream).
So since we're not expecting to wake up from this reality, there's really nothing we can do but live our lifes, and assume that all this is real. Which is of course all relative. But it doesn't really matter.
If all this were a dream, you'd do exactly the same as you would if this reality was real.
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