Dhanbad the Coal City is in South Bihar about 3 hours from Kolkatta. To reach Dhanbad you can take the Black Diamond Express or the Coalfiedl Express from Kolkatta.
Check any Atlas and you will be able to find the city and the route to reach there. Have a nice stay there - though it is not a pleasant place for touring or sight seeing!

As per as my concern, it may be in Bihar or Jharkand.

Dhanbad is a city in Jharkhand. The coalfields around Dhanbad are known as Jharia coalfields. It covers an area of around 448 sq km, the total reserve of coal is estimated at 5,000 million tonnes. Jharia coalfields are the only source of coking or metallurgical coal in the country. There are 112 coal mines in the district.

Jharia town adjacent to Dhanbad is considered a separate town administratively. It has chemical plants, other industries, and produces Mica and many different minerals. The famous Bengali saints of " Bacchu Maharaj " and " Tia Devi" stayed in this place for a many years .

Dhanbad is in Eastern Jharkhand. It lies in the Damodar River valley near the Jharia coalfield. The Indian School of Mines, affiliated with the University of Bihar, and the Central Fuel Research Institute are located there.