Lightning Web Components supports only to Lightning experiences and tools. It will not support in Salesforce Lightning Out so you can not use your Lightning Web components in Visualforce page directly like you are using Aura Component Lightning Out. But you can include Lightning Web Components in Aura Component then unsupported feature will support.
Create a Lightning Web Component named helloWorld, also create a Aura Component named TestComp.cmp. Now helloWorld Lightning Web Component use in side Aura Component.
Supported Experiences of Lightning Web Components
These Salesforce experiences and tools are supported.
- Lightning Experience
- Salesforce App
- Lightning Communities
- Lightning App Builder
- Community Builder
- First-Generation Managed Packages
- Second-Generation Managed Packages
- Unlocked Packages
- Unmanaged Packages
- Change Sets
- Metadata API—LightningComponentBundle
- Tooling API—LightningComponentBundle, LightningComponentResource
Unsupported Experiences and Tools
Lightning Web Components doesn’t currently support these Salesforce experiences and tools. To use a Lightning web component with these experiences and tools, wrap the component in an Aura component.
- Lightning Out
- Lightning Components for Visualforce
- Standalone Apps
- Salesforce Console (Navigation Item API, Workspace API, UtilityBar API)
- Utility Bars
- URL Addressable Tabs
- Snap-ins Chat
- Lightning for Gmail, Outlook Integration
- EMP API, Conversation Toolkit API, Omni Toolkit API, Quick Action API
- Standard Action Overrides, Custom Actions, Global Actions, List View Actions, Related List View Actions
- Chatter Extensions
Reference Salesforce Document