God warned them in a dream not to go back to King Herod.

Source: Matthew 2:12

How did God warn the wise men not to go back to Jerusalem?

In Bethlehem did the wise men (magi) go to the stable to find Jesus?

No the family had moved to a house be then.

Source: Matthew 2:11

The priests and scribes found that Jesus would be born in Bethlehem. How did they know this?

Jesus birthplace was predicted by the prophet Micah.

Source: Micah 5:2 quoted in Matthew 2:6

How did King Herod and Jerusalem react when the wise men asked for the King of the Jews?

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King Herod and all of Jerusalem were troubled by this. Herod was a Roman client King.

Source: Matthew 2:3

Where did the wise men (magi) go when they were looking for Jesus?

They first went to Jerusalem because they were expecting to find a King.

Source: Matthew 2:1