The papers are usually from a vet to say the fish are free of various diseases. Normally the fish are bought and held at a facility in Asia and a number of those particular fish are killed and necropsied and samples are cultured in a lab to see what they are carrying. After that is done the fish are either certified as clean and free of various diseases, or are not free of diseases. Gouramis need this paperwork because they carry the Iridovirus and fish Tuberculosis (TB).
The vet certificate does not always mean much because the fish can have diseases like viruses that lay dormant until the fish is stressed. This means they don't always show up when the testing is done and 6 months down the road the fish can die from the diseases it was supposedly certified free of.
Some countries like Australia also have to quarantine the fish in a registered quarantine facility for a month before they can be released to the public. Whilst in quarantine here, the fish are monitored and any dead fish are kept in plastic bags in the freezer, and records are kept of every fish that dies. At the end of the month the fish are either released by the government quarantine officers, or they are left in quarantine for additional time, or they are destroyed.
Depending on what fish you are getting, you might also need paperwork saying they are captive bred. This usually applies to fish that are on the endangered species list and is to comply with CITES regulations. This is to minimise the risk of wild species being taken and potentially reducing endangered wild stock numbers.
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Your government should know exactly what paperwork you need to fill in to import fish into your country. The fact they are giving you the run around and telling you to contact the embassy in Thailand would suggest the person you spoke to does not know what is going on, or something fishy is about to happen. (Yes pun intended).
I would contact your quarantine department and ask them if they know what forms you need to fill in to import guppies into Sweden. You can also contact a few petshops in your area and see if they know. You can ask them if they can contact their suppliers and find out what paperwork is needed. Explain to them the government is giving you the run around and you were wondering if they could give you any ideas.
After that contact the Thailand embassy and see if they have any ideas. Send them an email and see what they say. They might be able to organise a qualified vet for you or at least provide you with some details about what to do.
