Since everyone else's tips are stupid. If you want to find a deathworm, you can use k mode and look underground. If a worm is nearby, you will see it's body. You can use a land mount like a thyla or a flyer like the wyvern. If flying, point the flyer downwards to make controlling easier. As for fighting it....use whatever dino you have. Rexes are great, wyverns too. Wolves are effective against the worms as well as the alpha to. If you plan to live out on the dunes in SE, be prepared to have random encounters time to time. These worms CAN destroy thatch-stone-adobe. My solution was to just use my rex army but wolves work great early game.
Use Sword and a mastercraft shield. Block worm's attack, then attack it twice and put your shield up quickly for worm's next attack. Rinse lather repeat. If you get knocked back too far the sword won't hit. Maintain push towards the worm to stay close while shielding. Practice the timing. When looking for them. Go on foot. They will find you. When u see a dust circle on ground in front, put your shield up for worm's surprise attack and jus keep up the pattern I mentioned. You can it twice after every block. That's how its done on foot.
Get a fire wyvern and get 30k health incase something else fights you along the way. Then you should be able to easily kill it (I did this and killed it). The Deathworm can also be found on the map Ragnarok in the desert which is the bottom right corner when looking at the map. I found it roughly in the middle of the desert.