It's great to see people hacking away at space travel. Not everything needs to be done on a NASA scale. The hard part will be the rocket engine, access to rocket fuel and launch facilities where you can launch without risking homes and lives. Denmark is in a poor location for launches: too far north, surrounded by populated countries, and their likely launch direction would go over Russia. You need a heat shield if you're planning on orbiting, it's not needed to go straight up and parachute down. Wish them the best of luck!