Usually a work visa requires that you have a contract or at least an offer from a danish employer. There are ways to not do that, but they seems to have some pretty high demands.

You can get a Jobseeker visum if you meet some demands. This gives you residence here for 6 months. Bit of info here

You can also get a start-up visum. For this you need to start a company in a high impact field (whatever that means). You'll need to send in an application that has to be approved for the idea of the start-up. Bit of info here

There's also a timelimited visa if you plan to work here while on holiday. This requires that you're from a specific country. There's a list of these countries. Bit of info here

The absolutely best bet for anyone is probably to get a contract before applying for a visa though. It seems like the easiest and most stressfree way, since you're not as much in a hurry to find a job in a place you don't know before being kicked out.