I am an active member of the St. Andrews Lodge Cubus Frederici Octavi, in Copenhagen under The Danish Grandlodge, which is recognized by The United Grand Lodge of England. Our lodge is working Wednesdays roughly between mid September and mid April.
Freemasonry in Denmark is – as in the other Scandinavian countries – working under the Swedish Rite.
Please feel free to contact me at this email with any related questions. If you are in Copenhagen and would like to visit my lodge, you are more than welcome.
More details about freemasonry are availble in Danish here