There are no shopping malls or tourist attractions at the MRT Khlong Toei Station. The station is best known for the slums in the center of Bangkok known as the massive Khlong Toei slum. Most simply pass this station unless they work in the area. Its a very low-key area with nothing of interest unless as stated you work in the area.
The station before this is the MRT Queen Sirikit Station and the next station is the MRT Lumphini Station where there are many tourist attractions and shopping centers. The contrast between the two stations is huge.