had you slept in a bed? when it actually saves the world and Character files
also the usual questions.. are u Vanilla or Modded..

have a look here
So world files are in 3 (at least places)

1) SP and 2023 versions and beyond
C:\Users\***\AppData\LocalLow\IronGate\Valheim\worlds_local

2) SP and Steam cloud saves here
https://store.steampowered.com/account/remotestorage

3) now SP and MP ALSO apparently to here:
C:\Program Files (x86)\Steam\userdata\yourSteamIDnumber\892970\remote

4) old SP pre 2023 H&H were at
C:\Users\***\AppData\LocalLow\IronGate\Valheim\worlds