Hi and welcome to the forums! You might also want to introduce yourself, your hobbies and your armies in the Battleground and Profiles section of the forums.
As far as I know, most people at their local game store. Shah Alam also has an awesome wargames club called Legio Malaysia which is not a store. In the Klang Valley, you can find paints and minis at Hobby Forge, Toybox, Wolf's, Standard Bearer, Comics Mart, Spartan. Some of these places also have forums here, so you can go check it out.