Hmm, but sometimes when you say "no" they still continue to do it as well. And the theory with taking them somewhere they can climb (which might not be straight away, because contrary to popular belief, parents who follow a more child-centred approach do not literally revolve their entire life around the child's whims) that the climbing urge/need is satisfied and so they won't want to climb the bookcase any more because they understand they can climb somewhere else. And it does teach them right from wrong because you tell them in very simple language that we climb a climbing frame, but we don't climb a bookcase.
If you were to turn it around, you could say that you can say "no", you can even smack them to discourage them, but the climbing urge/need doesn't go away and so they will still try to climb the bookcase if they think you are not looking - or perhaps they will climb something else like a shelf in a supermarket or a tree or whatever.
I don't think a child will explode if you use the word "no" but it can work to re-phrase it as a positive instruction "Get down" for example - you're telling them what you want, not what you don't want.
And of course in all situations you presumably have to remove them from the bookcase, so again, you're physically showing them they're not supposed to be on it. But most children don't climb bookcases when they're ten, whether they've been smacked, removed 10000 times, showed somewhere they can climb, distracted or whatever, so they do grow out of it.