A rough estimate of some expenses for a single person living in Copenhagen:
Accommodation: DKK 3,500 to 7,000 per month
Food: DKK 2,000 to 2,500 per month
= DKK 6,500 - 9,500 per month
Books, printing and study materials: DKK 2,000 to 3,000 for the year
A typical Danish student lives for around DKK 7,000 - 9,000 a month.
The Danish Currency is called Krone (DKK) and the the approximate exchange rates can be found here.