There's no transfer desk at ARN, but you can check in for the Turkish flight and print the boarding pass online. Gate staff can also print boarding passes if you're already checked in.
That said, you're probably not getting on the plane to Sweden, because at most departure airports, the staff requires TWOV (sterile transit) trips to be in a single booking, even though that technically isn't a requirement.
Partially because of the luggage issue, but also because if something with the connection goes wrong, you're not "insured" and the airline that flew you from Beijing could eventually be forced to take you back, a situation they want to avoid at all costs.
So clear this up immediately with the check-in staff at Beijing airport. Not the airline's phone/e-mail customer service, but the responsible ground handling agent in Beijing, because they're the ones deciding whether you get onboard or not. Make it clear that the connecting boarding pass can be printed online and that you'll have no checked luggage.
If they say you can fly, get it in writing.
If they say you can't, then either get a Schengen visa (type C, with transit as the purpose if the form asks) or re-book your trip (in which case, don't forget to get the airport taxes and fees for the old booking refunded)