"For a newbie, is it better for one to import dog or find local born dog to enter into the show ring?" Local. Why? Because a "newbie" is unlikely to have the reputation or experience to impress a breeder who does ship/sell outside of their country.
"Besides that, how does one walk the dog in the show ring?" By finding a good breeder who is willing to mentor you. By getting in touch with a breed/dog club that offers help on that. By finding a trainer that offers a course on that.
"Multi BIS (local) GreatGrowkenn Agnes CGC" is ranked #5 (all-breed) in Best Malaysian Bred Dog Of The Year 2010"
However, do you know any class near KL that allows us to learn more about the show in handling and tools required? Since in others country, the dog kennel club will provide some course for the members but not in MKA...