Hi, there is a section about traveling with your bike on Norwegian trains here: http://www.cyclenorway.com/getting-around/#train

No, you don’t need to bring protection for the wheels or frame.

If your bike is worth 10k, then locking it to the stand it fits on will undoubtedly give you more peace of mind. I have never heard of a bike being stolen from a train in Norway. Most of the time, bikes are stored in a separate compartment only accessible by the conductor. But on the Oslo – Bergen line, the bikes are now stored in an open carriage that anyone has access to.