The Embassy of Sweden in Kuala Lumpur does not handle applications for residence permits and therefore not able to conduct any interviews.
Malaysian citizens and other citizens who are officially residing in Malaysia should contact the Embassy of Sweden in Singapore which handles applications for residence and work permits. If possible make your application on-line. Check the Embassy's website: https://www.swedenabroad.se/sv/utlandsmyndigheter/singapore-singapore/
Certain third country citizens, residing in a country where there is no Swedish Embassy, should hand in their applications for residence permit at designated Swedish Missions in accordance with Government regulations (UF 2016:3).