If you want to visit Sweden (or Denmark and Estonia if applying in Kathmandu as a resident in Nepal) and are a citizen of a country outside the European Union (EU), you may need a visa.
List of countries whose citizens need a visa to visit Sweden. click here
If you live in Nepal and wish to apply for a visa to travel to Sweden, you should contact the VFS Global in Kathmandu, Nepal, who will receive your application and send it to the Embassy of Sweden in New Delhi. The Embassy will represent Denmark and Estonia in the matters. Please note that it normally take four days for the application to reach the Embassy.
For more information you can visit VFS Global website for Nepal.
All visa aplications from Nepal for Greenland and the Faroe Islands must be submitted to the Danish Immigration services (DIS).