Do you have iOS ? If so you can test the behavior;
Maps | Library | Danish | Test (scroll to bottom)
From here in the typing sandbox it is clear that the capitalized versions are achieved with the shift key as you'd expect. In the case of Å and Ø that's Green+Shift.
Note that although the images of the key layouts show capitalized letters (and also presumably the actual printing on the keycaps) the default action is lowercase just like all the other letters unless combined with shift.