This is the seat of the Archbishop of Oslo. His Diocese, strictly speaking, covers the whole country; but there are "Apostolic Prelatures" at Trondheim and Tromso.
In recent years, Norway has had an influx of immigrants, especially from Poland, so one of the Sunday Masses here is in Polish and another in English. If you are looking for Mass times in Norway, the best source is http://www.katolsk.no/ which is in Norwegian, so the magic word you are looking for is "Messetider".
St. Olav's is located on Akersvein, a street on the northside of the city centre of Oslo. There is a small Catholic bookshop, located over my left shoulder as I took the photo.
Obviously this is not the only location for Mass in Oslo, and frankly since I did not spend much time in Oslo, I did not get to visit any of the others. But I suppose that gives me an excuse to go back.