If you are a thesis student, it is possible to apply for an office space at ITU.
Follow this link for more information and for applying.
Other places in town
In Copenhagen, there are various office communities where it is possible to rent an office for a smaller amount of money.
There are many Study Halls around Copenhagen with free entrance. E.g. at the IT University, The Royal Danish Library, CBS and the University of Copenhagen, South Campus.
A thesis can also be written from your favorite spot at home.