In the books, Pooh and Piglet attempt bravely to capture a heffalump in a trap. But no heffalumps are ever caught in their trap, and indeed no heffalump is ever met with in the course of the books. The sole actual "appearance" of heffalumps in the books come as Pooh tries to put himself to sleep.
 
"He tried counting Heffalumps but every Heffalump that he counted was making straight for a pot of Pooh's honey... when the five hundred and eighty-seventh Heffalump was licking its jaws, and saying to itself, 'Very good honey this, I don't know when I've tasted better,' Pooh could bear it no longer." We learn nothing more about the nature of the beasts — rather sensibly for an animal that does not even exist in the fictional world of Pooh.

Try out some Heffalump coloring