The CPR-number is your personal social security number which gives you the right to medical treatment free of charge while living in Denmark.
The CPR-number is needed for a number of things where you need to identify yourself, e.g. creating a bank account, registering a user account at the Public Libraries and in general in all contact with Public Administration.
Once you have your CPR-number you must go to the Student Affairs and Programmes Front Desk at the IT-University so they can register your CPR-number.
If you send it, for security reasons, remember to use your ITU e-mail.