Do they have the word "dictionary" in the dictionary?

Yes. We can find the word dictionary in a dictionary. When I referred to the Oxford Dictionary, I came across the following meaning.

Dictionary: A book or electronic resource that lists the words of a language (typically in alphabetical order) and gives their meaning, or gives the equivalent words in a different language, often also providing information about pronunciation, origin, and usage.

Usage:

-- ‘I'll look up 'love' in the dictionary’

-- ‘the website gives access to an online dictionary’