Well, these are probably home made bombs, and the ingredients required are probably put together by items and liquids or whatever (I dunno) that searately, isolated, is legal to purchase and no alarms should ring if people buy that stuff. You can't buy dynamite here, so either they smuggled the bombs or they made them. And I don't think the authorities are to blame for not finding out.
It's important to remember that Norway is the exact opposite of a police-state, it's a very free, liberal society based on a lot of trust. Sure, that could seem naive, but we have skilled policemen and military who take a lot of precautions all the time, but... some things you just can't prevent. This is an attack from nowhere, from a very unlikely source.