Many (please, please don't ask for statistics) do, fortunately. Of course, the issue is that most people will eventually feel the urge to realise their sexual fantasies.
Being a paedophile isn't illegal; having sex with minors and/or obtaining media of minors having sex is. It's basically the same as you being free to fantasise about butchering your boss as long as you don't actually do it.
Paedophiles who don't act on their impulses are generally advised to seek professional help. The crux is that paedophilia is such a stigma that many would rather keep it quiet than talk to a professional about it.
*Disclaimer: Neither am I a paedophile nor do I personally know one (you never know for sure about the latter, of course).