Back in the old days, wooden bed steps were included with every bed that was made and for good reason- those were so far from the ground that only the very tall and the very agile could get into them without some kind of help. In more modern days, they are not as common but they can be a very lovely addition to the décor and they can also be very useful as well.
If you buy an antique bed set, you might luck out and have a set included, but that will depend on the type of bed you find. The steps were more common in certain types of furniture, and whether they are still part of the bed will depend on the period when it was made and the condition of the set that you are purchasing. In some cases, you might find the steps but not the bed that they were intended to be with.
The wooden versions can be found in many different types of finishes, or you can buy your own so that you can finish them yourself. It is a simple project to take a set unfinished and make them your own individual, designer statement piece. You can make them look however you want with paint, stain or even stenciled effects. If you have children or pets that might be climbing on these, it might be a good idea to finish with a coat or two of clear drying varnish to protect them. There are a number of different styles that are meant for use with the pets in the household so that they can get on and off the bed without jumping, something that can be very dangerous to the health of certain breeds.
If they are going to be used for more than looks, make sure that the ones you choose are well made and will support the weight of the person who is climbing on them. For instance, if you want to use them as a small stool in your bedroom, make sure that they will not only hold you safely but be secure when you are standing on them as well. If you would rather have them be purely decorative in nature, then you might choose to display small items on them, or even use them as a cute way to group your houseplants so that no one grabs them to stand on when it is time to change a light bulb or hang a picture. Make sure that you know exactly what you plan to do with them before you buy your wooden bed steps so that you can choose the right ones.