I have visited deoghar many times. I live in dumka so from dumka either you can go by bus or train. You can also go near famous station Jasidih. From Jasidih you can go with Auto or taxi. Deoghar is very beautiful and holy place, it is famous for savan puja. There is so many hotel in deoghar. Please visit here at least once in lifetime. I also recommend to visit in winter season because it feels great. It is tourist place, so there is no concern about safety. You can easily spend your holiday here and it will be great