By what means must Sweden go through in order to land itself in Africa or Asia?
First Sweden must understand that wars on the European continent won't give any permanent results - Sweden is simply a to small player to keep any conquests. Secondly Sweden must understand that any war on behalf of France, England or any other power will cost Sweden far more than the foreign subsidizes amount to. So drop waging wars on the continent.
To both get decently big colonies and keep them (different from OTLs small attempts) the POD have to be early. Two quick PODs
a) GA2 don't involve Sweden in the 30 year war, but use the gathered military capacity to first invade and conquer Scania while Denmark fights against the Empire. After digesting this rich prize he orders one or more colonial attempts in Africa (or more likely, North America). All those Swedes that died at Breitenfelt, Prague or Copenhagen may end up as colonists.
b) Charles XI got stomach cancer and did 1697, only 42 years old and with a 15 year old son which inspired the neighbouring countries to attack and end the Swedish Empire 1721. Butterfly the cancer and let Charles XI live 20 more years - probably a time of peace that would give Sweden time to focus on colonial adventures. It is even possible that Charles XI would realize that the Swedish territories in Germany would bring Sweden into future wars, and trade the territories (such as
https://en.wikipedia.org/wiki/Swedish_Pomerania) for territories outside Europe.
But in the end Sweden is an unlikely colonial power. To low population, to big unexploited areas in the north and squeezed between Germany and Russia.