Volklingen is just a few minutes outside of Saarbrucken by train. It's also easily reached from the tourist haven of Trier. Trains run once every hour or so between those two destinations. And that's about the limit for this little out of the way place.
The Völklinger Hütte (good view from the end of the platform) is just a couple of minutes walk from the railway station, turn left and head under the tracks. See DB website for train details.