Research that is published while you are writing your dissertation may add to what is known about your topic or provide additional evidence for or against one or another theory.
You may even have access to research that is so recent it has not been published yet.
When searching for articles, it's important to know what type of source, or periodical in which the articles are published.
This is beacuse each type has its own purpose, intent, audience, etc.
You are not “reviewing” it in the literal sense, but you are familiarizing yourself with it and carefully recording the publication information about these sources so you can include them in your references and bibliography.
You do not need to read everything that has ever been written on your topic, because that may very well be physically impossible, but you must make sure you are familiar with all the key sources in your field that are pertinent to your problem or question.
In your dissertation, you will need to demonstrate how your research fits into all that has been done before, and all that is being done right now, on your topic, addressing your problem or question.
Maybe your research fills a gap in the existing research.
You may also, in the course of reading over previous research, discover something crucial to your research problem or question that has been overlooked by the main sources you have been exposed to in your coursework.
You may get useful hints about research design and methodology from the work others have done, to help you when you approach your own research design and methodology.