To download a save copy to your own computer, you need to go to your servers Dashboard.
On left-hand side, under Tools section click File Browser. After that navigate through valheim -> savedata -> worlds, there should be 2-4 files named after whatever you chose to call your World name when setting it up (By default "Dedicated").
Clicking the green download symbol next to .fwl and .db files should prompt you to download copies on your computer.
Thanks!!!