Initially, keep on the underground to get around Norwegian capital - they'll watch out for you. (8)
I believe the answer is:
lookouts
'norwegian capital they'll watch out for you' is the definition.
I can't tell whether this definition defines the answer.
'initially keep on the underground to get around' is the wordplay.
'initially' indicates taking the first letters.
'to get' becomes 'loots' (I can't justify this - if you can you should believe this answer much more).
'around' is an insertion indicator.
The first letters of 'keep on underground' is 'kou'.
'kou' put inside 'loots' is 'LOOKOUTS'.
Can you help me to learn more?
(Other definitions for lookouts that I've seen before include "They keep watch for someone or something expected" , "Sentries, watchmen" .)