You can use a vacuum to help with bed bug management and control. Some bed bugs are tolerant and resistant to pesticides. So, spraying alone may not be a solution for you. In this case, a vacuum is a good tool. A vacuum alone will not solve all of the infestation problems. Vacuums aren't able to pull up all of the eggs on furniture.
You will need a vacuum with really good suction. Turn the nozzle and vacuum at a 45 degrees angle. The vacuum should empty into a bag. Bagless vacuums aren't a good choice for this. You will need to remove the bag and throw it away immediately. You will need to remove the bag from your home.