I have searched, but can't find any library in Sweden, that give access to the digitized format of Collier's weekly. However, this periodical has been microfilmed and there are several libraries in the world that keep these films. I don't know your location, but any library should be able to order and provide copies of the issues that you wish to access, ie the issues containing the Sherlock Holmes illustrations. The worldwide library catalogue Worldcat gives you information on where to find a library that contains this periodical in its collections. http://www.worldcat.org/title/colliers-weekly/oclc/12771210&referer=brie...
I also searched Google books, but with poor result. I also found some copies of the magazine for sale online: http://www.bibliopolis.com/main/books/harrington_29543.html?id=bFaSrEPp
I would advise you to contact your national library, or the central public library in your town, they would be able to order copies from the microfilmed material for you.