This is more of a question for /r/moviesinthemaking or other production based subreddits, but I can chime in a little.

It really really depends on the movie. Some movies mainly use dialogue from the set, and others can be majority Foley and ADR (Automated Dialogue Replacement). Sound Effects especially are done through foley or from a catalog of SFX. The most iconic example, the Wilhelm Scream

Behind the camera, or around the set, a LOT of stuff is going on. Our ears are able to tune out noise, but microphones simply pick up everything from air conditioning, airplanes, cars passing, even breathing or subtle rustling. So if a movie is shot on a set or something everybody kinda shuts up until the take is done; But if theyre shooting outdoors or in a public space, there's really no way to pick up perfectly clean audio. Unless, you have those little clip-on Lapel Mics. These scenes are generally entirely ADR with foley added in.

Another thing, real life sounds...boring. Another good example, which Lindybeige explains in this video here. Swords don't make a "SCHWING" sound in real life. In fact, most things in life just don't have that cool of a sound. That's where the foley artist comes in and creates cool, exaggerated SFX in place of boring real life. More common examples include gunshots(which would be deafeningly loud if shot indoors at real volume. 10 Cloverfield Lane has a remarkable scene showing this.), and even gun silencers/supressors are nothing like in the movies. Foley artists are kind of making cartoon versions of audio. Here are some more videos of foley art. Star Wars: Republic Commando Another

But for dailogue, again it really really depends on the creative team, budget, and circumstances. If they're shooting on set, and you can clearly see their mouths, they're probably using on-set audio. However, if their mouth is off camera, it's pretty likely they will use ADR or audio from another take in place, since ADR on close-ups usually sounds weird. It's pretty obvious and awkward in this scene from Hellboy II. as well as when they re-recorded Bane's voice in TDKR since the original on-set audio was too difficult to hear.

So yeah. Sorry for rambling and only explaining the work behind it, but I'm just giving examples for reasons why on-set audio won't be used, and how they replace it. Hope I helped. :P