Jim,
There is no stock answer to your question. It depends in good measure upon when your ancestors immigrated.
In the middle1800 when sailing vessels were the mode of transportation, there were many points of entry along the Eastern seaboard and even the Gulf Coast with Boston being probably the principal one. A common route from Boston, Quebec City, Montreal was across the Great Lakes to Chicago or Milwaukee. In the case of Boston, via rail up to Buffalo
By the 1860s onward, there were emigrant trains from New York to Chicago. And depending upon the development of the rail network at the time, perhaps the next stage was by train to the Mississippi and then by steamboat if going to such locations as Iowa, Minnesota and beyond. In the case of your relatives, they probably went by rail to their new life.
It should be remembered that Ellis Island and a established system of processing immigrants upon arrival in the United States was a late 19th Century development. The immigrant prior to its establishment arriving in New York simply proceeded to his destination. Even in the age of steam vessels, Quebec and Montreal as well as Boston and other ports were important points of entry for the immigrant.
With the advent of steam, many Swedish immigrants leaving from Gothenburg (Göteborg) went to Hull, England, by rail to Liverpool and thence to America. But there were also many that left from Copenhagen and Hamburg.
In the 1870s, 1880s and onward, travel to their destinations after their arrival here was almost exclusively by rail.
Your question as to how they chose where they did is also not a simple one to answer. But in the 1860s and 1870s, many of the newer Western states such as Minnesota, Iowa, Nebraska, the Dakotas has established government agencies actively soliciting Swedes, Norwegians, Germans, etc to emigrate and take up ther “Homestead” in these sparsely populated and developed states. Then too the Western railroads had also received large grants of government land to help fund their development, and these were actively promoting the sale of their lands to the immigrant, both in his home country, through friends or relative who had immigrated and settled down and to the immigrant who had stopped in the large American city. Minnesota had similar aggressive programs to this end. A Swede by the name of Hans Mattson was Minnesota's first Commissioner of Immigration and as such wrote a pamphlet in 1867 to encourage Swedes and Norwegians to immigrate to this state. He later worked for the Northern Pacific Railroad as a land agent doing the same.
On cannot discount however that first Swede who settled somewhere, did not starve to death but prospered and then wrote back and encourage others in his community in Sweden to come. As the saying goes, “Good word of mouth is the best advertisement.”
Charles LaVine