A government in a Nordic country can remain in power as long as a majority in parliament accepts it. A majority of the parliament is not required to actively support the government, merely not to actively oppose it.
This is technically known as "negative parliamentarianism". Denmark, Norway and Sweden are monarchies, where the head of state is a king or (as is currently the case in Denmark) a queen. Finland and Iceland are republics, where the head of state is a president. With the exception of Finland, the heads of state in the Nordic countries have no real political power, their duties being merely representative.
The Finnish President is directly elected by the people and holds real power in terms of foreign policy, EU policy, major military decisions and the appointment of top civil servants.