I'm going to try and answer this question through the Eskimo, Inuit and other indigenous people of northern Canada, Alaska and Greenland.

Houses were lit by burning bear grease in a shallow bowl with a wick, or by burning long wands of split wood, one after another. Bear grease was scarce, and the hand-held wands were inconvenient, so in midwinter the dwellings were often dark after twilight faded. Faced with long wakeful hours in the blackness, people crawled into their warm beds and listened to the recounting of stories .... The narratives were reserved for late fall and the first half of winter because they were tabooed after the days began lengthening. Not surprisingly, the teller finished each story by commenting that he or she had shortened the winter: "I thought that winter had just begun, but now I have chewed off part of it."

This is a quote from Richard Nelson, an anthropologist who extensively studied the Eskimo, Inuit, and other native people of northern North America and describes the Koyukon people who lived in the Alaska interior. Since these people lived in the interior they had a little more light on average than the tribes who lived in the northern coastal areas.

In contrast to the Koyukon, the Inuit tribes who lived in the far northern coastal areas had to endure whole days being swallowed by the darkness and therefore could not afford to just sit inside and tell stories. These northern people used lamps called qulliq that were made from soapstone, seal oil and dried moss or peat as sources of light, warmth, and cooking fires. The lack of trees and wood meant that the northern tribes had to rely entirely on seal oil, but thankfully it was an efficient oil that burned better than caribou oil or any other oil made from land animals. Seal carcasses were scraped clean in an effort to collect every last drop of oil and any oil that dripped from the lid of the lamp was recycled and reused. Every family owned at least one lamp and they were so important that Eskimo families would go hungry during lean times so that there would be more fuel for the fire. The women tended to the flames, carefully guarding them and making sure that they rarely went out. An Inuit woman's entire day during the winter was spent around these lamps, as they prepared skins, cooked and sewed clothing. The anthropologist Walter Hough once wrote:

The Eskimo have no phrase expressing a greater degree of misery than ‘a woman without a lamp.’ After the death of a woman her lamp is placed upon her grave.

The Eskimo would have also used natural sources of light--such as the stars, moon and aurora borealis--whenever possible.

The Sámi people are the indigenous group who would have lived in the far north of Sweden like you mentioned and they have survived and prospered in their traditional Sápmi area for thousands of years. I don’t know much about the Sami so hopefully someone else can answer how they dealt with the winters.