Not much, aside from his appearing to Harry a couple of times and specifically telling his son that "No, this isn't a dream and no, I'm not a ghost." He also managed to pass on some advice and information, both of which proved to be good and which contradicted what Harry himself believed at the time.

Other than that, though, no. I don't know if that's because the man was utterly mundane, because there's been so much more emphasis on Harry's mother and her history, because Malcolm died before Harry was old enough to remember much, or because Harry isn't paying attention. You just never know with this series.