Open the File Explorer on your computer and go to the following directory:
wgs folder, there will be a folder with a long combination of letters and numbers. Open this folder.
Inside this folder there should be another folder with long combination of letters and numbers. Open this folder.
Inside this folder, you will find a file that consists of a combination of letters and numbers. This is the save file you want to transfer to Steam. Copy this file to the desktop.
Go to the following directory:
C:\Program Files (x86)\Steam\steamapps\common\Deep Rock Galactic\FSD\Saved\SaveGames
Rename the save file on the desktop to match the name of the 01234_player.sav file in the SaveGames folder. For example, if the 01234_player.sav file is named 43210_player.sav, you should rename your save file on the desktop to 43210_player.sav as well.
Copy the file _player.sav on the desktop to the SaveGames folder.
Start up Deep Rock Galactic on Steam and your save file should just load up.