Our best sources about the practice of warfare in the 9th century is from graves, and grave goods tend to be skewed towards the more symbolic, portable weapons. Arrows are not particularly frequent until the 10th century, where they occur in elite burials probably as a reference to hunting (hunting deer was a right, and rights can be shown off in the grave to transmit these rights to the next generation, or to reflect this right, and the status that went with it, in the afterlife). For this reason, from roughly the Roman period until the High Medieval period, we assume archery played a very diminished role in warfare. They could still be used, as Vikings could improvise any kind of weapons when it suited their needs. Specialised (archery) units, like we see in the Roman period, do not seem to be common, however.

Cavalry is basically the same idea, it only becomes popular with the elite in the second half of the 10th century.

There does not seem to be a Scandinavian tradition in siege weapons either. While it can be safe to assume they might improvise a ram when one is needed, all later medieval literary descriptions of siege engines are soundly European. Given that Scandinavian forts were never built in stone in this period, and that warfare was extremely mobile and focused on raids rather than extended sieges, I think it is safe to assume Vikings also did not make use of elaborate siege weapons.

Okay, so, we do know that there were plenty of early medieval Scandinavian archers - Gunnar Hámundarson from Njáls saga is the most popular Icelandic one, and Einarr Þambarskelfir from Olafs saga Tryggvassonar is the one from Norway - and the customary unit of measurement in Grágas is a bow-shot, or roughly 120 paces. In Sverris saga, we have mention of bows being used, as well as in Egils saga, as well as missiles in the form of throwing spears and rocks.

As far as cavalry goes, strictly speaking, no, there wasn't any cavalry used en masse in early medieval Scandinavian military actions. That said, though, we do have legendary cavalrymen, and a 13th century manual of kingship (Konungs skuggsjá) describes outfitting a cavalryman, so by at least 1250, they weren't uncommon. During the early medieval period, however, horses would have been used for mounted infantry - dragoons, in essence - to get from point A to point B quickly, where they would dismount and fight on foot. Native Scandinavian horses weren't really well suited to being used as cavalry mounts - take a look at the Icelandic pony horse, for example.

As far as siege engines go, we don't have any literary evidence, and the archaeologists haven't found anything to suggest that they did, so the answer right now is no.