There's 4 carriers in Denmark that support the eSim on an iPhone.
3
Telenor
Telia
Yousee
Find wireless carriers and worldwide service providers that offer eSIM service - Apple Support
Wether they'll want to or be able to activate the iPhone on their service, is entirely up to them. You would need to contact them to find out if they are willing and able to do this with a US iPhone.
Also note, that the warranty will only be valid in the US. so if anything happens and you need warranty service or repair, you will need to physically take the iPhone back to the US for servicer. Apple does not take international shipments for warranty service.