Hi Cuauhtli, welcome to the forum
I brought over a box trailer when we moved here and had no major problems. It doesn't have to be registered like a car and there are no fees that I'm aware of.
However there are 3 important issues/costs to consider.
A. Extra cost based on overall length for ferry travel/tickets and slightly higher toll charges/fuel consumption when driving down through Europe.
B. When you register your car here you need to apply for a third
number plate (about 25-30 euros) for use on the trailer in Malta.
C. Probably the most important...you need to make sure you have somewhere to keep the trailer in Malta.
It's hard enough getting parking space for a car!! Some driveways are like ski ramps and some garages (like mine) have low doors/ceilings so a high trailer won't fit in there. Keep all this in mind when house hunting or you could end up paying yearly fees for a storage yard, etc.