Death's Domain

Strangely enough, given the experiences of Rincewind and Twoflower, at no point during your death experience do you find yourself in the Domain of Death.

There are three ways to enter Death's Domain.

Taxi or Limosine

By far the easiest is to pay a member of Taxi or Limosine to take you there.

Walk

Possibly the most tedious is to walk there by yourself, like Mort. But it is possible.

To enter: At the waterfall, type gate (unmarked exit)
To exit: Go north (also unmarked, but indicated by the room description)
Go in a southwesterly direction to get back to AM.

Get Kicked there by Ronnie Soak's Horse

The most unlikely is to try mounting Ronnie Soak's riderless horse. Rare sightings of Ronnie Soak may be made around Ankh-Morpork; though not as rare as sightings of Ronnie's horse, all alone. But they do happen...

Once there, you can have a little wander about, admiring all the black stuff and the golden corn, and also do the quest.

The Netherworld

Sadly, it is not possible to reach the Netherworld from Death's Domain, although it should seem so. The Netherworld can only be entered from somewhere in Djelibeybi.¹

Useful References