* Dictionaries define words. The word "dictionary" itself is a word, so it's defined in the dictionary.
* The dictionary doesn't contain every single word. Dictionaries typically focus on common words and their definitions. It's unlikely that a dictionary would contain every single word that exists, including words like "dictionary" itself.
So, while the word "dictionary" is likely to be found in a dictionary, it's not a requirement for every word to be listed.