You can normally stay in Norway while UNE is considering your appeal. This is called 'deferred implementation' of a decision. If you have not been granted deferred implementation, you must leave Norway before UNE has considered your appeal. If you do not return to your home country of your own accord, the police can send you back.
If you apply for asylum in another Dublin country, that country can request that you be sent back to Norway. When you return to Norway, your asylum application will not be reconsidered. The rejection you have received will still apply and you have to return to your home country. If you do not return to your home country of your own accord, the police can send you back.