It appears that money is a mass noun in Norwegian, as it is in English and many other languages. Other examples in English are flour, sand, rice and cotton. You would never say "a money" in English and in Norwegian it looks like it is the same. If you did actually want to say "the monies" in Norwegian then I am not sure how you would.
'en penge' is used in at least one expression:
"Jeg fikk den for en billig penge." = "I got it cheap."
The plural form is more common because 'penge' is a countable concept. It means 'coin' or 'note' used as a 'means of payment'. It's not strictly a mass noun, but you can use both 'mange' and 'mye' to describe the amount of it.
"Jeg har [mange/mye] penger." = "I have a lot of money."