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.
Check the Swedish Migration Agency's website.
If you apply online, you attach the documents electronically. If you apply on a paper form, you have to bring all the requisite documents with you to the embassy, together with the completed form.
If your family is accompanying you to Sweden, you can apply on their behalf in your own 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.