Wool is a very clean fabric. It tends to shed dirt -- thanks in part to the tiny overlapping scales on the outside of the fiber. (We've talked about the cuticle before, in case you've forgotten!) Dirt and dust can easily be brushed away.
Spills also tend to lift out easily because they sit on the surface of the fiber, rather than soaking in quickly.
Here's a trick for keeping your wool fabric, garments, and bedding fresh: use the dryer. Toss your wool into the dryer on a no-heat or very low heat setting with a dryer sheet and tumble for a little while (a half hour is usually plenty). Dirt, dust, pet hair, and other debris will tumble right off, leaving your woolies clean and fresh without a trip to the dry cleaner!