Your server's address (its IP and game port, for example 203.0.113.25:2456) is at the top of your server's page in the control panel. In the game you use the game port; in Steam's server list you use the query port.
In the game (direct connect)
In Valheim, choose your character, open Join game, click Add server and enter the address with the game port, then enter the server's password.
Steam server browser favorites
This works when crossplay is off. First, open Steam and go to View > Game Servers.
Open the Favorites tab and click Add Server.
Enter your server's IP with the query port, which is the game port + 1 (for example 203.0.113.25:2457 if the game port is 2456). The query port is also listed under Network on the Startup tab. Click Add Server.
Double-click your server in the list to launch the game and join it.
With crossplay (Xbox, PlayStation 5, Switch 2)
When Crossplay (Xbox / Game Pass) is on in the Startup tab, console players join with the server's join code, shown as Join code at the top of your server's page: they enter it under Join game > Add server. The code changes every time the server restarts. If List publicly is on, they can also find the server by name. PC players can still join by IP and game port as above, but not through Steam's server list.
Need help? Open a support ticket and we'll take a look.