You can take courses outside ITU as part of you programme.
If you want to do courses at other universities in Denmark, you need to have the courses pre-approved.
Be aware that besides applying for pre-approval from ITU you also need to follow the guidelines for admission at the University where you want to take your electives.
Look for admission rules for guest students on their website.
Courses passed before enrolling at ITU
If you have passed courses that are relevant for your studies at ITU before you enrolled at ITU, you can apply for a Credit Transfer.
If you want to take courses at Universities outside Denmark, you can apply to go on Exchange. This involves getting a pre-approval well.