I have had a number of dreams where i was just like watching video or something, but those are more often less awesome than dreams where i am actually doing things.
As for the second question it's probably very possible to practice some stuff in lucid dream and use it IWL, but as Danieru said more physical skills like martial arts will require practice IWL as well.
Though to think about it, practicing something both in lucid dream and IWL should definitely speed up the progress IWL, though i haven't tried anything like that personally.