In the book, the Section exists and is so named before Zalachenko. In the film, it is set up to handle Zalachenko and is code-named "the Section" by another department that is investigating it. The book is able to present much more information about the history and operations of the Section.
In the book(s):
Gullbeck returns to Zala's room to kill himself whereas, in the film, he commits suicide in the corridor;
the Prime Minister and the Justice Minister get involved;
Blomkvist has a different affair in each volume on top of his relationship with Berger.