When does the bed squeak?
Have you assembled it correctly?
Lubricating metal often works well. 556 spray or some grease, but since it's indoors and you risk getting stains on the sheets, etc., I would probably use a Teflon spray or other dry lubricant that doesn't smear.
Sometimes you may need to replace certain bolt connections and supplement with washers or other screws to make it sturdy and not move/squeak. When you assemble the bed, you can lubricate the threads on the bolts to make assembly easier and avoid damaging any threads.