There is no "set" way to end a dream sequence or to end any other type of event or occurrence in fiction writing. Of course, the character has to awaken from the dream, unless he or she is in a coma, but otherwise, just as in real life, he or she will awaken. What the character does after waking up is probably where your challenge lies, as a writer. Does the character remember the dream? In what way/ways has the dream affected the character, if at all? Does the character know more about what he/she must do? Has the dream "awakened" the character to something that was buried or "asleep" before the dream?