Yes bro u have to go to your country Embassy
I want to ask like I have got the VAL and got the ticket also so I have a afghani passport they Consultant said that u can go easily to Malaysia on VAL so i want to comfirm that how u went to Malaysia?
Brother, Normally you must need SEV or single entry visa to come Malaysia, which you can get from Malaysian consulate or embassy whichever you have in your country. But maybe for your country the rules is different. The best way to know is ask Emgs directly. Thanks