"Jeg har slektninger i Norge."

Translation: I have relatives in Norway.

[Panthera4]

I envy you!

[Erven.R]

Jeg har slektninger i Sverige!

[AdriaaNL]

I wish I'd have

[Encabalgamiento]

slektning

person som en er i slekt med

[oneninetysix]

is the "en" necessary here?

[Deliciae]

Yes. Note that it's a pronoun, not an indefinite article.

[LilithGNM]

Is "slektninger" supposed to be pronounced with a "sh" sound?

[feeble_weakling]

Yes, look at the notes of the very first lesson. "Sl" produces a "sh" too

[MaximilianB.]

jeg ikke.. altfor dårlig

[Jon.Sanford]

I actually do have relatives I talk to living in Norway! :)

[Slang67]

I did have relatives in Norway, but I'm not sure if they're still around. I don't even know their names! I guess I should find out...

[clairedelalune4]

why doesn't "siblings " work in this sentence?

[CJ9kD]

Because that is not the word stated in the Norwegian sentence. Despite the fact that siblings would indeed be your relatives, relatives aren't necessarily your siblings.
Conclusion: "slektninger" =/="søsken"