The Swedish Embassy/Consulates issue Visa for Sweden as well as Schengen Visa which renders the permission to the applicant to visit any of the 26 member countries of the Schengen Agreement.
If you are visiting any single Schengen country (e.g. Sweden here), then you should apply to the appropriate embassy/consulate of that particular country (Swedish Embassy/Consulate in this case).
If you are planning to visit more than one Schengen country, then it is suggestible that you apply to the Embassy/Consulate of the country in which you will be staying for the longest period. In case, there is no major destination but you are going to visit many countries during your Europe tour, then apply to the Embassy/Consulate of the particular country which is your first destination.