There is no such thing as training a child while they are sleeping. If you use the search option on this page you can find page after page after page of people asking this same question.
Trying to make it short:
The child's brain either has turned on the chemical to stop the kidney from producing urine while the person is asleep or it hasn't. There is nothing you can do to make this chemical turn on. So their kidney is producing urine 24 hours per day and does not stop. The child has the ability to recognize and hold urine during the time they are awake, or at least sometimes while they are learning how.
Once they go to sleep they are asleep, not awake, so they have no higher functioning ability, their body is asleep so it relaxes and the urine just runs out without even staying in the bladder.
As they get older they gain the ability to stay dry when this chemical turns on and tells the kidney to turn off while the person is asleep.
The child can THEN start learning how to hold their urine while they are sleeping. People are NOT supposed to wake up and go urinate during the night. They are supposed to hold it and when they wake up they feel the urge to go to the bathroom. That's the way our bodies are made.
If you wake a child up the first thing they do is start holding their urine, they don't have any in there so they can't sit and produce urine. So it's usually useless to even wake them up.
You have choices of course:
You can make their life and yours miserable and work yourself to a frazzle by waking them up all night long and taking pull ups off. That makes a lot of work for you with tons of extra laundry. No pulls ups means wet sheets and blankets and pillows and more work for you. You will be exhausted and so will they. Plus it won't accomplish anything.
On the other hand you can use night time pull ups and let your child sleep and you can get your sleep too. You may still have the wet sheets in the morning but if you find a good pull up for your child this should stop. Doing all that extra laundry makes your bills go up and it's not cheaper to stop using pull ups. Using pull ups only costs about a dollar per day but adding even 2 extra loads of wet sheets and blankets and pillows per day will add about $2 per day to your utility bills and laundry supplies.
So let everyone get their sleep, use pull ups at night time, make life easier for everyone in your home.