You must have U.S. ACH information (i.e., routing number, account number, and checking/savings flag) to use a foreign bank account; the IRS does not accept SWIFT codes. Contact your bank to see if they can provide you with U.S. ACH information for your account. (If you're also filing a U.S. state return, note that many states will not send refunds to foreign bank accounts even with U.S. ACH information.) Otherwise, if you don't have a U.S. bank account or prepaid card your only option will be a paper check.
You must have U.S. ACH information (i.e., routing number, account number, and checking/savings flag) to use a foreign bank account; the IRS does not accept SWIFT codes. Contact your bank to see if they can provide you with U.S. ACH information for your account. (If you're also filing a U.S. state return, note that many states will not send refunds to foreign bank accounts even with U.S. ACH information.) Otherwise, if you don't have a U.S. bank account or prepaid card your only option will be a paper check.
Do they mail paper check to country outside of the U.S.? And what bank I need to have in order to claim the check? (If we don't have the bank here we cannot claim for the paper check?)
The Federal government mails paper checks to most foreign countries. Ask your bank in your country how they handle U.S. Treasury checks (in U.S. dollars, of course); no one here would have that information.