Well... if you just take the accounts types in general, there are three:
"depå" - just straight out owning the mutual funds, stocks or "stock like" instruments like ETFs. No tax to hold but a 30% capital gains tax upon sale. Each and every sale must be documentet on your tax papers ("deklaration")
"ISK" or "Investeringssparkonto". Similar to depå but instead of taxing sales, you're taxed basically a percentage of your holdings each year, independent of gains or losses. Also, since just the total amout is the tax base, you don't have to state every sale when doing the taxes. If you own foreign papers here, there might be effects on how much tax withheld by other countries you can deduct from the Swedish, so you might get double taxation on dividends.
"Kapitalförsäkring" or "KF" - similar to ISK but is actually a financial structure created by the banks in the form of some sort of life insurance. For many people, very similar to ISK but there is a little more room to be creative.
All these three types are available both through online trading banks like Avanza and Nordnet, as well as through all regular banks.
A bigger hurdle might be if you're a US citizen or tax subject , as some of the banks refuse to do business with you for anything other than a savings account. I've read that Avanza is hard for americans while Nordnet is possible but requires some more paperwork. I guess the big banks (Swedbank, Handelsbanken, SEB, Nordea) might be more prepared to deal with the paperwork.
If you can read some swedish, there is some more info about the US question here:
https://rikatillsammans.se/fragor/sparalternativ-for-amerikansk-medborgare/