Please look at the list of the countries that have the visa exemption agreement within Malaysia. If your country is included in the list, you usually do not need to apply for an entry visa to Malaysia.
If your country is not included in the list, you need to obtain a Single Entry Visa from the embassy of Malaysia in your country.
Read carefully the Malaysia visa guide provided by the Ministry of Home Affairs (Immigration Department of Malaysia). For entry into Malaysia, a VISA may be required for attendees from some countries.
Please make sure whether you need to apply for VISA or not on the website of Ministry of Home Affairs (Immigration Department of Malaysia) at http://www.imi.gov.my/index.php/en/main-services/visa/visa-requirement-by-country.html