gmat stands for graduate management aptitude test, and it score is accepted in many abroad and overseas countries mba colleges for admission in different management related program , however there is many colleges in malayasia which admission is based on your academic score, where gmat is not necessary, however I suggest you to check the placement , infrastructure information before take admission in any college.
No, it is not compulsory to have a GMAT score to get into a MBA college in Malaysia. Not all the colleges require GMAT scores. Many of them accepts the scores of IELTS and academic as well. Some of them give admission on the basis of academic background and the experience the candidate is bringing with him/her. If you do not have GMAT scores and wish to study in Malaysia then you can there are a lot of options available.