Hello @mhgujar - welcome to our community and thank you for the question. I think we need a little more information about your case in order to give you advice though ;) What exactly do you need help with?
You said that you got all the required documents. Probably it’s best to get in contact with Danish officials (like the competent registry office) to get detailed first-hand information about the proceeding then.
I found this website that gives an overview of the requirements to get married in Denmark:
It says that asylum seekers are not allowed to marry over there. So what status do you have? Is the “asilo permesso di soggiorno” a refugee status or are you still in the asylum process?