Legalization of a document is necessary if this document needs to gain judicial power in another country. Hence, if a document was issued in Norway and you intend to use it abroad, you will have to legalize it.
The point of legalization is to confirm authority, authentication of signature and seal/stamp of the executive officer who has issued the document.
There are special requirements to documents which are to be legalized. Bear in mind that some countries do not need legalization of documents, for instance Scandinavian countries only require notary approval of the signature. Besides, some types of documents are not to be legalized at all. One can go through the procedure of confirmation in embassy of the destination country.
Making an apostille stamp – this procedure is implemented when the country where the document will be used, has signed the Hague convention from 1961.
If your country is not on the list of the Hague convention from 1961, then the process of making an apostille stamp has to be done in the Department of Foreign Affairs (Utenriksdepartamentet). Otherwise you can just get an apostille stamp to your document free of charge at any Governor’s Office (Fylkesmannen) in any county (fylke).
You can read more details about legalization of documents, apostille, confirmation of translations etc. here.