Welcome to the Wefugees Community and thank you for your question.
If your partner has a "blue passport handbook" I assume you are referring to a refugee passport, which means that he/she is holding a residence permit in Germany. With that residence permit someone is allowed to travel freely (without a visa) within the EU for up to 90 days. As long as you both can provide the required documents for the marriage, I don't see any reason why you shouldn't be able to marry in Denmark. For more details on the marriage procedure in Denmark and recommendations please see this thread and the here mentioned link.
I hope this helps and all the best,