Dependent on which branch of industry (type of business) you will be working within there might be different set-ups of formalities you need to understand and apply to.
You should certainly first contact a consultant at Nyföretagarcentrum (schedule an appointment at www.nyforetagarcentrum.se ) and find out what you need to register your business with the local authorities.
Major part of the swedish municipalities do have a business guidance service (företagslots). They will guide start-ups thru the necessary paper work needed in terms of different permits for different types of businesses.