In order to be able to use your mobile phone in Denmark, your normal provider will need to have a roaming agreement with one of the Danish mobile phone operators. This is normal practice but it is a good idea to check both the availability and cost before you travel, as it can be quite pricey depending on where you're from or where you're calling. 

In some cases it might be cheaper to buy a Danish SIM card to use during your stay. You can find out more about buying Danish SIM cards and mobile phone shops in Denmark here. 

European mobile roaming tariffs 

Visit the European Commission’s website for the latest up-to-date information on roaming tariffs in Europe.