I live in Denmark, and I would like to know if I change my location in the iCloud account, can I apply for the Apple card?

One requirement Apple Card Mastercard applicants must meet is a physical US address and another is a Social Security number or ITIN (Individual Taxpayer Identification Number).

If you meet those two requirements and others listed in the support article I’ve linked to below, you’re welcome to apply.

How to apply for Apple Card - Apple Support

I’d also add that while not explicitly cited as a “requirement,” a review of your personal credit history will be conducted using a U.S.-based credit reporting agency (CRA).

So, even IF the “hard” requirements cited in Jeff’s reply were met, the necessary “credit history” from the CRA would remain a significant “hurdle to be cleared.”