Can I receive a parcel in Norway without an address?

In principle yes, you can do that. Posten (the Norwegian Post) still offers 'poste restante' service, where you can have letters or parcels addressed to any post office or service counter for pickup. It might however be, that the Swedish merchant doesn't cooperate, since using non-regular recipient addresses is often used in cases of fraud.

If you go to the help page from the Norwegian Post and select 'Poste restante' in the right menu, you can search for post offices or service counters. If you want to receive the parcel at the main post office in Trondheim, you would e.g. have the parcel addressed to:

Your Name
Poste Restante
Trondheim Sentrum Postkontor
Postboks 162, Sentrum
7401 Trondheim

You will probably have to pay customs and taxes for the parcel. If the merchant does everything right and include all necessary paperwork (customs declaration, etc.), the Norwegian customs will process the parcel in your absence and you will pay the due taxes at the post office when picking up the parcel. Otherwise, you must go to a customs office yourself to have the parcel processed. In which case, the pickup notice from the Norwegian Customs will probably be forwarded to the poste restante address.