The website you supplied has transportation info under the "acces" link. It shows train service between Paris and Montbard, a small town near Alesia, connecting service to Gare des Laumes-Alesia, and a connecting bus. The trip to Montbard takes an hour or two depending on whether you take a fast TGV or a slower TER, but most trains go there directly with no changes. The TGV leaves from Gare de Lyon and the TER from nearby Bercy. This website can help you schedule the trains you'll need. TGV tickets will be expensive and should be bought (with reservations for a specific train) in advance. The TER will cost less and you should be able to get the tickets at the station. You might save time with a taxi from Montbard right to the Alesia site.
We thought the museum was very well done. It works for adults but also has some rather hokey features for kids. Having read Caesar's account of the Gallic wars way back in high school Latin class, I was blown away to see where the climactic battle happened. It would be a pretty long day trip from Paris, you might consider staying a night in or near Montbard. Fontenay Abbey is not far, another wonderful sight in that part of Burgundy.