Three weeks before the election you will get a voting card — "röstkort" — in the post. This voting card contains information about what building you are supposed to vote in. Often this is a school relatively close to your home, a library or the town hall.
There is also info about which of the three elections you can vote in, and the opening hours of the building. You can bring this voting card to the election building. If you forget your voting card all you really need is identification, such as a Swedish ID card or your passport.