Do movie actors/actresses dub their scenes after shooting or do they use the audio that is in the scene?

Quite simply, this depends from movie to movie. Mostly they attempt to capture the audio on the set or on location, but plenty of times there's need for ADR:

ADR [Automated Dialogue Replacement] - In cases where the production audio is too noisy, or otherwise unusable (bad line reading, airplane fly-by, etc.) the Dialogue Editor will "cue" the line for ADR. This means replacing that line or lines of dialogue using the Automated process of Dialogue Replacement. This process takes place on the ADR Stage, a specialized recording studio where the actor can record lines in sync with the picture.

More about dialogue recording:

The most obvious part of a movie’s soundtrack is dialog. My definition of dialog is the words and sounds expressed by featured characters in the picture. When recording dialog, it should be as clean as possible. By clean, I mean record the dialog and nothing else. Things unwanted on a dialog recording is the television on in the other room, the refrigerator or central heating/air conditioner that starts and stops in the middle of a take, birds chirping, a radio, traffic outside, and so much more. Record the people talking and only the people talking. In some cases, you might even have to fake some noises on set so as to not interfere with recording clean dialog. For example, if there’s a scene that involves a telephone ring, doorbell, or car starting over dialog, have the actors pretend that sound happens even though you never play it. Then in post-production, mix the dialog with the sound effects, foley work and music score.

First, the locations are chosen and actors are assembled. Then the movie is shot, with many takes for each scene. Then everyone goes home and let the music directors and editors go nuts with it. Once the music sequences are finalized and all the scenes are selected, 90% of which will go on to become the final print, the phone rings in the lead actor's house first.

He gives a date and on that date the whole movie is played over again, but this time all the music, voices, noise are muted; the actor is given the whole script and while watching the film being played in front of him, he has to re-act those dialogues again. This process is called voice-over. Once he's done, they call in all the other "less important" people to do their recordings.

Once all the voice-over's are done, the music is added, last minute touches are done and then the entire print is sent to the Certification Board to get it approved.

This was with the feature films. With sitcoms, the location is chosen, everyone assembles, and the scenes are shot. No one goes is released yet. Immediately all the actors are re-directed to a recording room where they re-act the script again by doing voice-overs then and there. Only then is the music and the occasional "background audience laugh" added. Then it goes to editing, and is sent to Certification just before it airs.