I guess that you play on a Windows machine (I don't), but as .fwl files are header for saved worlds, they are to be found where game is saved.

As such, I'd try looking for a /unity3d/IronGate/Valheim/worlds/ folder within /AppData or whatever it's called on your system.

[EDIT]I googled it:
https://gamertweak.com/valheim-how-to-save-file-location/
[/edit]

Open an explorer window and paste this into the address
C:\Users\%username%\AppData\LocalLow\IronGate\Valheim\worlds

for Linux the world and player character files are at

/home/<user>/.config/unity3d/IronGate/valheim

the .fwl are under the /worlds directory


and the executables are at

/home/<user>/.steam/debian-installation/steamapps/common/Valheim

just copy /paste the OQ relevant path into explorer location bar or use the file and folders search tool to look for <worldname>.fwl or just *.fwl

Hope this is useful and good luck :)