If you apply for a work permit, you usually need to enclose the documents below. Special rules and forms may apply in the case of certain occupations. Always make sure to check the information at the Swedish Migration Agency's website.
If you apply online, you attach the documents electronically. If you apply at the embassy, you have to bring all the required documents with you to the embassy, together with the completed application form.
If your family is accompanying you to Sweden, you can apply on their behalf at the same time as your are handing in your own online application.
If you use a paper form, or if the family will be applying at a later date, the family members are to use form no. 133011, Application for a permit for family members of employees, visiting researchers, athletes and self-employed persons.
Check on the Swedish Migration Agency's website which documents you need to attach for your family.