Bed bugs are typically found in the folds of the mattress and box spring at the head of the bed and in areas where the bed touches the wall. When I inspect a bed for bugs those are the first places I look. Sometimes the bed is located under the window and the pillow actually touches the curtains as a result. Because bed bugs prefer to climb up and have an aversion to climbing down it is important to inspect the curtains when the curtain touches the bed. Inspect the very top of the curtain where the material is folded along the curtain rod. Also inspect other areas that have material folded together. You will probably find a few bugs.
Because curtains in these settings often contain bed bugs it is important that curtains are included in the items being laundered. Take the curtains down carefully and place them directly into a sealed plastic bag. Then place bag directly into the dryer. Be careful not to infest the laundry area if you use your home dryer.