The answer is on page 142 of the Savage Worlds, Explorer Edition book, though you probably knew that and are asking because it's not clear.
Does this mean that they are Invulnerable to Magic Weapon or Powers?
Yes, that's my interpretation. Invulnerable to everything except their noted weaknesses.
Would a Bolt spell require a Sunlight (or light) Trapping to work? What about a fiery magic sword would that do?
That all said, these creatures can still be shaken - just not wounded.
Further, as a GM I will always use discretion for creative player actions. For instance, one PC could be shining sunlight on to the vampire using a mirror (this might do damage it's own right) but then the Bolt from another PC combined with this might be effective with the right number of raises, or something... make them play it out and don't feel too bound by the 'rules' is my usual point of view.