How would a refugee secretly travel to Sweden from England in late 1942?
A refugee traveling in secret would probably have had a very hard time making it from England to Sweden in 1942. The phrasing of the question sorta leads me to believe you want this for a fictional story of some kind, so my answer is kinda built around that. For most of the war there were basically three possible routes that you could use to get in or out as a civilian. Now, this is more or less written from memory since I don't have my sources with me at the moment, but I'm sure /u/vonadler will show up and correct me if I get anything wrong - this is more his area of expertise than mine.
First, there was regular and legal cargo ship traffic in and out of Sweden at the time (called lejdtrafiken in Swedish), but the destination was almost exclusively other neutral countries. In 1942 this would be mostly South American countries, Argentina being the most common trade partner. Taking that route would be a possibility, but first getting to f.ex. Buenos Aires or Rio de Janeiro and then back to Sweden as a stowaway seems rather implausible. These cargo ships may or may not have taken legal passengers - I'm honestly not sure.
Second, from March 1942 there were regular courier and cargo flights back and forth between Sweden (various airfields) and the UK (mainly the RAF Luechars airfield in Scotland), using ABA (AB Aerotransport, predecessor to the Swedish part of Scandinavian Airlines) and BOAC aircraft. ABA mainly flew DC-3's, BOAC I'm not sure. The cargo carried on these flights (other than sealed diplomatic cargo) was mainly ball bearings and machine tools. Passenger seats on these flights would be mainly reserved for diplomats and other VIP's, but it's possible you could get a ticket under the right circumstances.
Finally, there were some Royal Navy blockade running ships smuggling mainly ball bearings out of Lysekil to Hull, but this only really got going in October 1943 with Operation Bridford, using the improbably-named Gay Viking class ships.
Other than that, there were quite a few British and American military aircraft that got lost over Germany or France, landed in Sweden and were interned, but there's no reason for a refugee to be aboard one of those. There was also quite a bit of human smuggling of Jews between Denmark and Sweden in small open boats, but well, Denmark isn't England.
Sources (that I have on hand right now)
Eric B. Golson: Did Swedish ball bearings keep the Second World War going? Re-evaluating neutral Sweden's role (Scandinavian Economic History Review, Volume 60, Issue 2, 2012; available here)