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This sounds like a classic port forwarding, firewall or double NAT issue.
Look up the required ports for hosting Valheim and the ports steam uses for hosting and forward them to your internal address from your router.
(Valheim UDP Range 2456-2458, unless changed) (Steam TCP UDP 27015)
You can verify which ports Valheim server is binding to with the Windows Resource Monitor by switching to the Network tab and checking under the listening ports drop down.
Verify that the Valheim server is properly allowed through your firewalls and if you are using Windows firewall make sure Allow NAT Edge traversal is enabled.
The double NAT issue can be a pain to deal with but can usually be dealt with by configuring your ISP's modem/router into Bridge Mode or calling your ISP and having them help you if they allow it.
Also, in the dedicated server's file location there is a manual that may have some information for you.
Hopefully some of that helps.
Cheers!
All the ports and firewall are ok. I think the problem is with my ISP. But I appreciate the effort, you showed me some alternatives I didn't know and by that could confirm I've set everything properly. Thanks a lot!
Glad you figured it out.
Should anyone come across this thread in a search, a few things were not mentioned here.
1) Best help to fix something like this, is the Valheim discord, where you can ask questions, but more importantly, whoever is helping can ask you questions. Without knowing any details about the OPs system and router, not much chance of resolving the problem here.
2) No one ever mentioned if the OP's friend was using a public IP or the same IP as the OP (which will not work).
3) Many times, a dedicated server will not show up in Valheims list of servers. That is why you need the public IP to connect as mentioned in item 2 above.