While reading the title I thought you meant programming language and was about to edit the title.
I think even in Denmark, English is a must. That's also the case for "bigger European countries". As a matter of fact, in the IT-World it is the de facto language. Without you won't go far.
As a plus to English the native language (or at least enough of it to have a chit-chat with your coworker) is surely highly appreciated. So, even if you don't speak Danish now, learn some useful phrases and after a couple of months you'll be fluent enough.
Edit: I don't think that there is any general rule. Maybe ask them?