I don't have the list to hand, but If Malaysia is on visa exemption list, you won't even need a visa.
Book quarantine, buy appropriate insurance as required, book flights, get covid test in 72 hrs before travel, get fit to fly also within 72 hrs and apply for COE in website of local embassy.
Once out of quarantine, apply at local immigration to extend once.
I don't know about covid-times to enter Lao, but in normal times it's a passport photo and some US dollars cash (30?). I think that the land borders might still be closed, though.