Please consult the webpage of the Swedish Migration Board for details concerning residence permits for studies.
NB! All CoPeCo countries have implemented the EU directive on the conditions of entry and residence of third-country nationals for the purposes of research and studies. This allows non-EU students accepted to the CoPeCo programme who are granted a long term visa/residence permit for studies of their home institution country to study in other CoPeCo countries with the same visa/permit without having to apply for the visas/permits of all countries. But please follow the information on the Migration Agency’s website, since you do need to notify the authorities of your planned stay in Sweden.