You can buy tanks with built in wet/dry filtration. You could build this into an existing tank, but you'll lose a lot of in-tank space in the process. A sump is a separate container of water, usually located below a display tank. The only way to get water to it is with a pre-drilled tank or an overflow.
a sump can have a wet/dry and a wet/dry can be part of a sump, but having one does not necessarily mean you have the other.