Hello,
if you live in another country but want to get married in Denmark, you must fulfill the conditions of the Danish Marriage Act.
In order to process your application and check whether you meet the marriage requirements, Denmark government needs personal information about you and your partner and will also ask you to provide documentation that the marriage requirements have been met.
The documents and the requirements for those documents depend on the answers you give in the application and the country where the documents were issued.
I hope this helps you!