Hi, DECENO DACUMOS!
It's great to know that you're buying a Surface Duo for your friend who lives in Malaysia!
Indeed, the Surface Duo can be used in Malaysia. The necessary steps to set up the phone would be similar to setting up any other smartphone. You will need to insert a SIM card, connect to a Wi-Fi network, and follow the on-screen instructions to set up your account and personalize your device.
For further information, please check this link: Surface Duo help & learning (microsoft.com)
Thank you!