In order to fight death worms, get a rex with around 10k health and 200% melee damage. This lets you tank it while dealing loads of damage.

Use the horns to tame mantises for mantis kibble then you can get rock golems

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.

The absolute easiest way to fight these is with a megatherium, any level will work just make sure you have a bug buff active and you can chainsaw through even alphas with ease.

Megatheriums are excellent for killing them including alphas. just murder bugs around the desert and the bug killing buff will allow you to tank hits and deal loads of damage :D