Applications for residence permit in Sweden, including all claims that refer to asylum, immigration and protection are processed by the Swedish Migration Agency in Sweden.
An application for asylum shall not be submitted at a Swedish mission abroad (at an Embassy/consulate) but at one of the Migration Agency application units, or with the border police when entering Sweden. Those who are not able to come to Sweden for protection are advised to contact the UNHCR or the relevant authorities in their country of residence. Furthermore, it is not possible for the Migration Agency to grant asylum to an individual who is not present in Sweden.
For further information, kindly visit the website of the Swedish Migration Agency http://www.migrationsverket.se/English/Private-individuals/Protection-and-asylum-in-Sweden.html