When you buy bottled water, soda pops, lemonades or other beverages, you can bring the empty bottles/cans back to the shop to deposit them and get money. Each shop, kiosk, petrol station (usually) have a machine where you put your bottles, one by one, and when you're done you push a button to get the receipt for how much the shop have to pay you. You then bring the receipt to the cash register and they'll withdraw the amount on what you're buying. If you don't buy anything, you'll just get paid the amount for the bottles.
Metal cans are melted and recycled. The plastic and glass bottles are sanitized and then recycled.
From Norsk Resirk:
Since 1999, Norsk Resirk has made Norway a global leader when it comes to depositing and recycling non-refillable plastic bottles and beverage cans. 82 per cent of plastic bottles are returned, while the figure for cans is 92 per cent. All deposited containers are recycled. The 265 million cans deposited in 2007 provided 4400 metric tonnes of aluminum for new cans, while 77 million bottles provided 3200 metric tonnes of plastic for new plastic products.