You Do Need power plug adapter while traveling from Cuba to Denmark.

Here is Why You Need An Adapter

The outlet and plug type used in Denmark are C, E, F and K and in Cuba are A, B, C and L. This is how they look like.

Cuba

In Cuba, outlets of type A, B, C and L are in use.

Type A

Type B

Type C

Type L

Denmark

In Denmark, outlets of type C, E, F and K are in use.

Type C

Type E

Type F

Type K