Just follow the official document. https://developer.salesforce.com/docs/component-library/documentation/lwc/lwc.use_visualforce
I created an aura application - lwcvf.app
<aura:application access="GLOBAL" extends="ltng:outApp" >
<aura:dependency resource="lightning:button"/>
</aura:application>
And, add a new visualforce page
<apex:page >
<apex:includeLightning />
<div id="lightning" />
<script>
$Lightning.use("c:lwcvf", function() {
$Lightning.createComponent("lightning:button",
{ label : "Press Me!" },
"lightningvf",
function(cmp) {
console.log("button was created");
}
);
});
</script>
</apex:page>
But the result is failed and the error message is Lightning out App error in callback function
Any idea?