Malaysian citizens do not need visas for short term visits to Sweden, i.e not longer than 90 days.
The Embassy of Sweden in Kuala Lumpur does not handle migration issues - visas or other permits - for travelers from Malaysia to Sweden. The Embassy of Sweden in Bangkok(opens in a new tab) is responsible for these matters..
For more information about this, visit our page Going to Sweden(opens in a new tab) and choose the right page with information.