If your driving license is issued in an EU country, you can use it throughout EU (which includes Denmark).
Otherwise:
If your driving license is issued in Greenland or any non-EU country, you can drive with your foreign driving license for 90 days from the day you establish residence in Denmark. In addition, you must meet the age requirement for being issued a corresponding Danish driving license.
No later than 90 days after establishing residence in Denmark, you must have exchanged your foreign driving license for a Danish driving license if you wish to continue driving in Denmark.
Depending on the country of issue, you might acquire a Danish driving license with or without having to attend a driving test.