ETF and stocks are listed on exchange. You will need a broker which can trade US stocks.

As rjb123 said,  Nope you don't need a US bank account but every time you convert from RM > USD > RM,  banks take a chunk out of it in terms of marked up forex rates,  transaction fees,  multiple fees (if any)..

Having a US bank account will lower your cost significantly. Also never buy using local brokers as apart from the fees mentioned above, they marked up the commission, have dividend fees,  maintenance fees.

If you are planning to buy foreign stocks,  your choices would be  if you save cost.
1) open a local broker in that country.
2) open a cheap international broker

u can use interactive broker

Fidelity is bloody expensive.
If you are short on cash,  8 securities.
If you are loaded interactive broker.

Just Google
Don't open interactive broker unless you have USD100k cash ready.