The Scipio in question is Publius Cornelius Scipio Aemilianus Africanus (c. 185 BC - 129 BC), who defeated and oversaw the destruction of Carthage, and later Numantia in Spain. He is the main speaker in Cicero's philosophical dialogue De Republica. In a passage from the last book of De Republica, Scipio, as an old man, describes a dream he had as a young man in Africa (Latin text, English translations by Hooker (starts just before the end of the second paragraph of the Latin text linked above) and Peabody (with rather portentous introduction and notes)).
De Republica was almost completely lost until a palimpsest manuscript of about a third of it was found in the 1820s. However, the Dream of Scipio had been known through Macrobius' commentary on it, which survived through the Middle Ages to modern times (Latin, no English translation that I can find but Google Books has a French translation (starts on page 9 of the book)).
For further details, including some rather nice mediaeval illustrations of Macrobius' commentary, see the wikipedia entry (usual caveats apply).
