S.A.
Hello , it's all going to be ok.They are called night terrors and they are common in 3-6 year olds.She is not awake and probably can't even tell you what the nightmare was about the next morning.My daughter who is 13 now had them for about 2 years.......I would cry with her, try to tell her it was ok, even try and wake her up but nothing worked .She would just scream and cry out my name.Now she can remember them and tells me that I was being eating by allegaters!!!Doctors told be that she was in her deepest sleep (REM) and at that age there imagination in going in overdrive.They are learning that there are more emotions that happy & sad plus they are getting new stimulations all the time from new experiences.
My suggestion to you is.......see if she needs to go to the bathroom or a drink of water and lay her back down .It may take a few times but she isn't awake to remember .Hope this helps.Good Luck