Well, as I summarized before in: What did Scandinavian fortifications look like during the Medieval Age?, Scandinavians had built some of either secular or ecclesiastical buildings made of stone latest since the middle or late of the 12th century. To give another example, Cubbie Roo's castle on the Orkney Isles (linked to the official tourist site for the picture), one of the oldest [ruin of] stone castles in now Scotland, is said to be built by the local Norse chieftain, Kolbein Hruga, at least in the 13th century saga tradition.

As for so-called Viking Age (about 800-1050 in Scandinavian archaeology), wooden buildings were generally popular in Northern/ North-Western Europe, and Scandinavia was no exception.