Basic. If you can, solo mid because Malzahar is one of the greatest farmers in the game. If you get leveled higher than the rest if the champions on the field then you can start to focus on champion killing which is why i have the Mejai's Soulstealer in my build.

First pick up Call of the Void for early harassment in the laning phase. After that focus leveling up Malefic Vision to drop minion waves while laning and do a lot of damage to champions. The second focus is Call of the Void to Silence and to do damage. Your final focus spell is Null Zone because is has no early game effect. But in late game you can Nether Grasp a champion in the Null Zone to do more damage.

To start I buy a Doran's Ring like most mages to give me a good MP5 and Ability Power boost.
-Early Game Items-
Your second item should be a Mejai's Soulstealer to scale Ability Power quickly and after that buy a Boots of Speed to survive enemy ganks and aggresive laners. Next buy a Tear of the Goddess to get more mana a MP5.
-Mid Game Items-
Buy Sorcrer's Shoes nest to get some early Magic Penetration for early nuking. Next get Archangel's Staff to ger more Ability Power and mana and ability power from your mana. Next get a Rabadon's Cap to get a big sum of ability power. Sell Doran;s Ring while Buying Rabadon's Cap
-Late Game Power-
Next get the Zhonya's Hourglass and Abysall Scepter to get more survival in late game team fights and more ability power.
-Optional-
You can sell the Mejai's Soulstealer to ger a Banshee's Veil if you need more survial.