There should be at least 2 telcos that offer a physical sim for tourists. Maxis (or Hotlink) and CelcomDigi. Umobile might be there as well. These are the 3 main telcos in Malaysia. Do compare the "tourist" package with a sim card (usually RM5 or ~1€) plus a pay as you go data package (called "prepaid" in Malaysia). Some telcos maybe cheaper if you buy the sim card plus PAYG data package. These telcos are all available in KUL T1 (I haven't arrived in T2 in a while so I can't say for sure but I'd be very surprised if there aren't any telco shops in T2).