Denmark has a smoking ban in all public indoor areas along with most other western European countries.
In Copenhagen smoking is forbidden in public buildings and private businesses - including restaurants, pubs, shops, public transport, entertainment venues and workplaces.
The only exception from the ban is for establishments with an area less than 40 square metres, which do not serve fresh food - so you can still enjoy a cigarette in some smaller pubs if you are lucky - some places have installed special smoking rooms but most refer smokers to the streets.
Likewise if you visit a Danish home - smoking and non-smoking - it is expected that you step outside if you need to smoke.