Every year on the first Wednesday of May (this year this falls on May 6th) DEMA (Danish Emergency Management Agency) will go through the annual sounding the sirens all over Denmark. This will take place at noon and sounds like an air raid siren.
There is no need to panic when you hear it on Wednesday and you don’t need to do anything on the test day. However if you hear the siren at any other time here is what you need to do {link}. You can follow DEMA on Twitter where they have a short video explainer as well with English subtitles and an information sheet available in 8 languages.
The poster below also explains what to do if you hear the siren on any other day and the types of sounds you may hear.