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/
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