We know this is bad news, but upholstered furniture can be a paradise for bed bugs. Once inside, they can be impossible to detect. If the person donating or selling the furniture cleaned or vacuumed it without realizing bed bugs were present, the superficial signs and clues of bed bug activity may be absent, too.
Steam cleaning won't eradicate bedbugs from upholstered furniture. The extreme heat necessary to kill the bugs and their eggs doesn't penetrate into the padding of upholstered pieces deeply enough to do the job. There are over-the-counter pesticides that claim to kill bed bugs, but even they may not be up to the task of adequately permeating upholstered furniture. Even if you do try chemical warfare, you'll be left with the problem of dead bugs inside the furniture and a lingering chemical residue you won't be able to wash out completely. The choices here aren't encouraging.
If you think you were born under a lucky star and still want to risk buying second hand upholstered items, check them thoroughly for signs of bed bugs (more on that in the next couple of pages), and look for items people don't sleep on or near. Bedbugs typically stay close to locations where people sleep. They're more likely to hang out near a bed or couch used for sleeping or napping than they are to inhabit an upholstered dining chair or bar stool. There are no guarantees, though, so this is one big instance where the buyer (you) should definitely beware.