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Obviously, this is not the only option open to you, as the Danish immigration website will tell you. The second method is to discuss your present files, and submit them together with a letter saying that your files are correct and complete. You'll get a letter back in the Danish immigration authorities who will have the ability to confirm the status of your visa and inform you when it will expire.
If you are going to Denmark, then you're going to want a Denmark Schengen visa if you're a non-Swiss citizen without a visa, or even if your nation has just been rejected by the Scandinavian country for visa-Free Travel. The most frequent Denmark Schengen visa is a long-term one which can be obtained for short visits, for personal purposes, for family, or even short study tours.
Most foreigners visiting Denmark are citizens so no need to worry about your paperwork, but you need to be mindful that there are a few additional restrictions in place. You will not be allowed to operate in Denmark, and in some cases, you won't even be able to live in the country.