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To get enough money to cover your immediate needs, see When traveling to a country with a different currency, how should you take your money?. TL;DR: Get a debit card with low fees, withdraw from ATM.
For larger amounts, open a local Swedish bank account, then use an online currency broker: you transfer R$ to their Brazilian account, they convert the money and deposit into your Swedish account. The fees on this will be much lower than going through a bank or anything involving cash.