As an exchange student, you are responsible for applying for a visa (if necessary) well in advance.
You will need a student visa to study in many countries outside Europe. The process time may vary and can take several months in some countries. Remember to check the relevant visa rules as early as possible. The rules may change, so make sure you always have updated information on how to apply for a visa.
Utenriksdepartementet (The Ministry of Foreign Affairs) has updated travel information for different countries (only in Norwegian).