With Down Pillows or Comforters the first action should be use a protector and preferably also use one on your mattress.
The protectors will, depending on which one you use, protect against most Bugs and some liquid.
But if this is too late you can have the item laundered - NOT DRY CLEANED.
The key to washing down yourself is have a good rinse cycle or rinse more than once then the critical aspect the article washed has to be completely dry to avoid the down producing an oder. Air article outside if at all possible.