The course is trying to make a point here. Swedish constructions like this are considered to be definite in both parts. Since historia is 'owned' by 'Sweden' in this case, it fulfills the criterion of "you know which one I mean" so it's semantically definite.
As a general rule, the construction "X of Y" (with no 'the') is more closely translated into Swedish with either a compound noun, a prepositional phrase, or an adjective construction in Swedish. In some cases, there is a clear, exact counterpart, and in others there might not really be one. The point we're trying to make is that you should get used to thinking of the Swedish X:ets Y as definite in meaning in both parts, because it is.
Another example in the course is Kommitténs ordförande which translates as 'The chairman of the committee', whereas 'chairman of the committee' should be ordförande för/i kommittén. Now, in real life a lot of these distinctions don't matter or other distinctions are more important when translating, but this is a language course and we're trying to teach you stuff with the limited tools we have.
The structurally closest translation would be en historia över. However this construction fits better with nouns that describe processes so it doesn't sound great with 'Sweden'. There's also a word like historik, which is great for a history of a lot of things (together with över), but normally used for narrower subjects. (I'll write a more general answer to the original comment here in a moment).