He was born after the 1865 Norwegian census and left Norway before the 1900 Norwegian census. (The 1875 census is not completely extracted to any online database...) The most available Norwegian census databases are therefore useless to us in this search.
In the 1920 US census the family appears in Otter Tail Co. MN and Ole lists that he became a naturalized US citizen in what appears to me to read 1906. If that is true then his naturalization papers in the court may well contain detailed information about his origins in Norway. Those could be invaluable for you to obtain.
That 1920 census also lists Bertha's parents in the household.
Another US census appears to show Ole and Bertha with his older brother (another Ole) also living in the family. Trying to gather information about the brother might yield more valuable information to find WHERE in Norway they came from.
You want to find clues as to exactly WHERE in Norway they came from. Once you have that the search in Norwegian records is straightforward and almost simple. (I found my great-grandfather's birth location in Norway listed in his American small town newspaper obituary -- the spelling was somewhat garbled - but it wasn't impossible to work out after that.)