Include the hyphen into this regular expression, how?

You have to escape the minus sign using backslash.

var alphaExp = /^[a-zA-ZåäöÅÄÖ\s\-]+$/;

To stop them from using it in the beginning or the end, try something like this:

var alphaExp = /^[a-zA-ZåäöÅÄÖ\s]+[a-zA-ZåäöÅÄÖ\s\-]*[a-zA-ZåäöÅÄÖ\s]+$/;