That is quite a few colonies.
We have;
Danish Virgin islands.
Greenland.
Iceland.
Färoö islands.
Danish gold coast (a few forts OTL sold to UK in 1850).
Tharangambadi, Serampore, Achne and Pirapur (in India, OTL sold to UK in 1845).
Nicobar islands (although the colonisation had not been very successful there due to repeated outbreaks of Malaria).
Sweden will need to maintain a strong navy to maintain this and fight Indian Ocean piracy. I suspect the Asian colonies might be sold to UK as Denmark did when they grow unprofitable, as Sweden has no other interests in the region, but Sweden might try to maintain the Gold Coast colonies as part of the coalition to end slave trade and then when the Berlin congress rolls around get a slice of Africa.