If you want to move to Sweden to live with your family or a close relative, you need a residence permit.
From May 1, 2019, the Swedish Embassy in Bangkok will be responsible for Residence and Work permit for applicants from Malaysia. Applicants will be required to contact the Swedish Embassy in Bangkok to schedule an interview. After the interview has been conducted, Malaysian citizens do not require a visa and can travel directly to Sweden. Once your case is granted, a Residence and Work Permit card will be published and sent to your address in Sweden. https://www.swedenabroad.se/en/about-sweden-non-swedish-citizens/thailand/going-to-sweden/moving-to-someone-in-sweden/