LWC as QuickAction in Salesforce

This is not supported yet. You can have a look to what's supported and what's not here.

What you can do is wrap your Lightning web component in an Aura component:

<aura:component implements="force:lightningQuickAction">
    <c:myLwc></c:myLwc>
<aura:component>

If you need to send events like force:closeQuickAction, you'll have to first send an event to the enclosing Aura component, so that it could fire this action. More on this here.