If you are a citizen of a country outside the EU and wish to work in Sweden, in most cases you need a work permit.
The Swedish Migration Board website provides information about what is required to obtain a work permit, as well as the possibility of completing an online application for the majority of matters.
In most cases, anyone applying for a permit online to work in Sweden will not need to visit a Swedish embassy. If it turns out you need to visit a Swedish embassy you should turn to one of these, if you are lawfully residing in the Schengen area:
The Swedish Embassy in Reykjavik does not not accept applications or handle migration cases.