If you are planning to visit Denmark as a student there is a requirement, before you consider enrolling for any courses, for you to have a visa.  You will, effectively, have to apply for a temporary residence permit in order to study in Denmark. 

There are basically three educational programs that you may wish to consider:

There are quite stringent conditions that have to be met before a student’s participation in any Danish educational program must have been arranged by a Ministry or Institution of Higher Learning.  Alternatively the educational program must be part of a post-secondary program which they have already commenced in their country of origin. In other words, they may be granted a residence permit either in order to complete an entire educational program or in order to follow part of a program as a guest student.