There should be a button in Settings -> Saving for exporting save files from the Web version. It essentially downloads your save files. There's 2 export buttons and depending on your browser, you may need to click both to get all of your save files.
Yeah, I have the files, how do I import them into the desktop version?
Navigate to here:C:\Users\<your username>\AppData\Roaming\Godot\app_userdata\Nomad Idle
Put the save files in there. If that folder doesn't exist, run the Desktop version at least once.