Single entry visa

If it is a separate document and not in your passport, then you present that document along with your passport when you go through immigration in Malaysia. 

There will be some sort of identification number or lettering on the document which will be on the immigration computer system. They will use this to identify you and your documentation.

A single entry visa means exactly that... you can only use it one time to enter Malaysia.

if its not in your passport you might have to take this letter to the respective malaysian embassy in your country of residence and show it to them and they will stamp the single entry visa in your passport,,
this was the procedure couple of years back,,dont know if the rules have changed