I am looking for a site, which explains how traditional Scandinavian
Log Cabins were built. The materials, and how the logs are joined.

Maybe this will help:
http://www.minifarmhomestead.com/homestead/buildacabin.htm

The above site shows the "saddle-notch" construction that has the ends
of the logs extending beyond the joint at the corners.  This is, of
course, wasteful, and many log buildings in Scandinavia and in the
Appalachian Mountains in America lock the logs together by different
types of notches, as shown on this site:
http://www.aca-dla.org/site-templates/logessay.html

It took me a while to find this, but it is exactly what I was searching for.
I expect that the traditional red-painted Swedish house with white
verticals at the corners relates to this type of construction, the
vertical boards protecting the ends of the logs from moisture and rot.

Thanks, for the responce. What I'm mainly looking for is how they
insulated the walls, and filled in the gaps between the logs. Also,
how the roofs were built.

Ok, try this site for both subjects:
http://www.newton.dep.anl.gov/natbltn/700-799/nb736.htm

As I come from Scandinavia and spent several holidays at different
times of the year in log cabins, I can answer one or two things even
though I have no expertise in actually building them.
Firstly, insulation: This is provided by the logs themselves.
Secondly, the gaps: The gaps between the logs are first reduced by
hollowing one side of each log so they fit together, and then moss or
anything else handy is used as a temporary "draught excluder".
The real secret of why gaps are not a problem lies in the construction
of the roof. It is designed with only a gentle pitch and has a layer
of turf laid on top of a waterproof layer (traditionally birch bark
but now usually plastic sheeting). The growing grass traps falling
rain and snow so that the roof becomes extremely heavy. The effect of
this is to slightly squash the logs so that by the time the moss has
rotted away they are a perfect, tight fit.
To support such a weight, whole logs extending from one end of the
building to the other are used as support for wooden boards, which
form the ceiling and also act as a firm surface to lay the
waterproofing and the turf on.