Dress code is somewhat informal in Denmark in comparison with other more formal cultures such as Japan.
Danes tend to wear smart-casual clothes with the men often wearing sports jackets and trousers. Ties seem to be optional. Pastel colours are often worn.Women will often wear trousers at work (especially in the winter) and again may appear to be less formal than in certain other countries.
Certain sectors (banking, the law etc.) may still dress slightly more formally, so it might be an idea to check in advance with local contacts.
As a Scandinavian country, Denmark can be exceptionally cold in the winter and overcoats, gloves and hats are essential. It is often a good idea to wear several layers of clothing, as offices are often extremely warm, no matter how cold it might be outside. Almost everywhere is near the sea so it rains quite often - take an umbrella