Good luck. Welcome to being a visa requiring foreigner ;-)
I have no idea about the Danish system, hopefully it's easier than in the UK. In the UK an employer needs to apply for a sponsorship license first, then they can sponsor you, it costs money and takes many months, and subjected to a monthly quota.
Seems like Denmark is a lot easier. Their points based system still let you in without a work permit (but only with certain occupations and if you have a masters degree or better) or if a Danish employer offers you more than 375k dk ($80k US), you won't need to get a work permit either.
Seems like Denmark is a lot easier. Their points based system still let you in without a work permit (but only with certain occupations and if you have a masters degree or better) or if a Danish employer offers you more than 375k dk ($80k US), you won't need to get a work permit either.