If you are an EU/EAA , Nordic or Swiss citizen then all you need is European Health Insurance Card. If you are not, you are eligible for same healthcare benefits of Swedish citizens, as long as you are studying longer than 1 year. You will just need to register yourself at the tax office, once you have your visa in place. Fortunately, most programs are longer than a year, so you should be fine.
You do have to pay a co-pay when you visit a doctor, this is approximately 100 SEK, however once you have reached approximately 1000 SEK in copays, then a large portion of your healthcare is free after that. This does not include everything though, mainly just doctor visits.