For steam the faqs have your world file and Charcter files here
"Local files can be found at:
Windows: C:\Users\USERNAME\AppData\LocalLow\IronGate\Valheim
Linux: .config/unity3d/IronGate/Valheim

Steam Cloud save folder:
Windows: Steam\userdata\NUMERICSTEAMID\892970\remote
Linux: .steam/steam/userdata/NUMERICSTEAMID/892970/remote

A final note on the Steam Cloud save folder – In the ‘892970’ folder you will also see a folder named “ac” (auto cloud) which stores your old legacy saves. With this new system, we simply keep this one enabled as well."

look under worlds by date, AND characters as well
looking at the files in your new steam game and the file type..ie XXXXX.fwl and XXXXX.dbf

then look in Microsoft install location...it should be searchable inside your Microsoft installation.. (wherever that is :-? ) find the files and COPY them across to steam location
Good Luck