Housing in Copenhagen is pretty tough.
I recommend this website, though it is in Danish.
Bolig og have på dba.dk - Danmarks største handelsportal
Under Lejeboliger (rental housing) you can do a search.
Annoncetype
Udlejes-for rent
Onskes till leje-Looking to rent (you can post an add here)
Byttes-swap
Antalvaer is the number of rooms (not bedrooms, rooms)
Boligkvm is the house size in kvadratmeter (square meters)
Udlejningsform-type of rental
fremlejes-subrental
utlejes-rental
Pris-monthly rent is danish kronor
Periode-how recent the rental posting is
Annoncotype-pick forhandeler og private (commercial and private posts will be displayed)
Also ask you school if they can put you in contact with any Danish students who might be renting a room or know someone.
Danish to English Translation
Here's an ok Danish to English online translator that might help
Good luck. If you have any questions, I can try my best to help
Copenhagen is a beautiful city.
