-- to sleep in bed -- to sleep on the couch -- to sleep on the sofa -- to sleep on the work desk (quite risky!) Why ? I guess because the bed is equipped with sheets or other device that you actually enter in.

Agreed. I'm in bed usually means you're sleeping.You could say you're on *the* bed (dancing, jumping, fighting with a grizzly bear, etc.), but "in bed" is definitely the more common phrase.

further when we want to say "lie in/on bed" what would it be? on or in

When we want to tell there's a book on/in the bed what would it be ? on or in

Nice answers. I agree 'in the bed' is sleeping, but I have done many things on a bed. As a child I would jump up and down on the bed trying to touch the ceiling. Drove my mother nuts.