You can use "anywhere", but I would use "somewhere" as it gives the impression of a more specific place. You could also say "have always dreamed of travelling to", but you can't say "have always dreamed travelling to".
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What happens if I substitute anywhere for somewhere?You change the meaning slightly. Is there somewhere ... is more specific. Is there a specific place you've dreamed about? (I'll bet there is such a place.) It almost assumes that there is such a place you've dreamed about. anywhere i