Also if you want to transfer money to or from Denmark to other countries you need money exchange.
Some shops in tourist areas and and larger cities like Copenhagen and Århus might accept Euro or even Dollars, but you can't count on it.
In any case you will get a better exchange rate in a bank than in the shops and most often you will need Danish money if you want to shop in Denmark.
The Danish Currency "Kroner" is closely connected to the European Monetary system and the exchange rate is very stable towards Euro.
Towards Dollar the Danish Kroner varies much more.
Note that banks in Denmark are closed Saturday and Sunday.
Most credit cards can be used to get cash in Denmark but in general international credit cards are less used in Denmark compared with many other countries.
The reason is that a national card "DanKort" is widely spread and far more used than any other card in Denmark.
The most commonly used credit card in Denmark is VISA. Among other common cards is MasterCard. Less used are cards like American Express.