Going on exchange as a freemover, you are much more responsible for arranging the stay yourself, and you should therefore contact the host university and acquire the relevant information (i.e. how you apply for admission, housing, deadlines, specific requirements, relevance of courses and tuition fees) well in advance of your stay.
Also remember to get a pre-approval of courses and look into applying for a SU udlandsstipendium.
Since courses are offered in a foreign language, certain knowledge of the language is required.
Different universities have different language requirements, and sometimes it will be necessary to complete a language test (e.g. a TOEFL-test or an IELTS-test provided by EDU Danmark) or to present the required documentation.