When in Kuala Lumpur, Here is What To Do Kuala Lumpur which is the capital of Malaysia, referred as KL fondly by most of the regular visitors, is considered as the “heart and soul” of Malaysia. KL once having to be the center for tin-mining culture and has succeeded to preserve the history as such. There are many attractions and places to visit in Kuala Lumpur and have a look at some of the destinations below.