The Deputy is the Sheriff's right hand man and as such, is going to be expected to work closely with the Sheriff over the course of the game. Some of this might entail specific things (choosing to protect or make vulnerable characters, for instance) or just keeping an eye on someone per the Sheriff's request. The Deputy functions as both an errand boy for the Sheriff and also a role with their own goals to accomplish as they choose to.
For instance, it is the Deputy's job to collect the Bounties. Discovering their identities and either killing them yourself or manipulating events to lead to their deaths is the Deputy's job. While the Deputy does not have to kill all the Bounties, the Deputy must kill and get away with killing the Leader of the Bounties. If the Deputy accomplishes this, they can choose whether to end the game, leave the game, or continue the game.
Unless, of course, they are overruled by the Sheriff.
GENERAL
Every week the Deputy can choose one person to keep in the Sheriff's jail cell on Thursday night's as a form of protection.
Alternatively, the Deputy can choose one person to keep in the stocks located outside of the Sheriff's station. This will make them extra vulnerable. This may also result in them being a witness to a crime instead.
The Deputy has higher privileges than the rest of the game in terms of requesting material items. Any items the Deputy requests are not counted as a reward and thus, do not have to be earned.
The Deputy's hotel key works as a type of master key that will unlock any room in the town, including every bedroom within the hotel and the Sheriff's own personal quarters above the station.
The Bounties are aware of the Deputy's existence and search for them.