Can I say "say a sentence"?
my dictionary says "a sentence is a group of words which, when they are written down, begin with a capital letter and end with a period, question mark, or exclamation mark. Most sentences contain a subject and a verb."
So what do you call it when it is said by someone rather than written down?

Question

Answer

The dictionary has to add or mention "when they are written down" because you cannot see the capital letter, the period, the question mark, or the exclamation mark when the sentence is spoken.  You will only see them when you are looking at a written sentence.  However, a sentence is a sentence whether written or spoken.

Answer

Yes, you can say a sentence.

لا تفوّت فرصة تعلّم لغة جديدة وأنت مرتاح في منزلك. تصفّح مجموعتنا المختارة من مدرّسي اللغات ذوي الخبرة وسجّل في درسك الأول الآن!