They aren't synonyms, although there may be occasions where either one of the words could be used without changing the meaning of the sentence.
'Deliberately' means 'on purpose', that is to say, intentionally. It is the opposite of 'by accident'. If you do something deliberately, you do it with intention. We often use this for a negative action of some kind.
'Consciously' means that you are aware of what you are doing. It is the opposite of 'subconsciously' or possibly 'instinctively' or 'automatically'.