Normally as an Asylum Seeker in a Eu country you aren't allowed to travel outside of that EU country until you are already acknowledged as a Refugee or with other Protections like Subsidiary and Humanitarian Protections. So you won't be allowed to Marry elsewhere in the EU. Denmark would have been the easiest EU country for you to get married. But the Danish law requires you to already have a valid Eu Residence Permits or a valid Schengen visa. You should try getting married here in Germany. below are the most important Documents for getting Married in Germany.
(3) Certificate of No impediment, Bachelorhood Certificate, in German ehefähigkeitszeugnis
(4)Previous divorce degree Certificate if you were previously married. try and Legalise the Documents or Apostille them at the Ministry of Foreign affairs in your home country as Germany wants most foreign Documents from outside the Eu to be officially Legalised before it can be used here. depending on your country you can send your family members to help you legalise the Documents.
Read the below links carefully, it was prepared by the Wefugees team. it contains almost everything you have to know about getting married in Germany.