It is very likely that Jesus Christ was not and visited neither Scandinavia, or Sweden while he was alive. It was long before the writings about him was available in Swedish broader spread for readers in the Scandinavian region. It took more than 1300 years before the oldest known Swedish translations were published. At least what we know today. Possibly it is likely to believe that there were copies of other Bibles distributed in the north before that was written in other languages such as Latin for example. But the people who could read the books in other languages of the time in the Scandinavian area was probably limited in number. It was thus 1,300 years before the story of Jesus Christ was more widely spread through the reading in Sweden. One can imagine that the story was spread before then through oral storytelling.
It was a long distance to travel til foot or on a horse or donkey at that time. Some others may have traveled far by boat across the seas, and horse and been in some other countries. Well-traveled people from Europe who were in the eastern Mediterranean, there were likely. The exchange of commodities took place probably between different areas of land in those days that were transported by boat. But it is not known whether Jesus Christ had traveled much outside the eastern Mediterranean area. How much Jesus had traveled in the Mediterranean is a pretty none discussed topic, at least what is written at different websites. Had he visited Greece or Italy for example, or Turkey, Libanon, Syria, Jordan, Egypt or Iraq before the time set in the Bible during the latter part of his life ? There are big differences to the time that´s now. The distances are the same but the conditions and opportunities have changed with the development of infrastructure in the boat, car and air traffic and travel is more possible today for more people than in the past. It is even possible to go to Israel and work on an kibbutz nowadays, something that was probably not as possible for people in other countries at the time of Jesus Christ. The first and oldest kibbutz in Israel is from 1910.