You Do Need power plug adapter while traveling from Denmark to United Kingdom (UK).

Here is Why You Need An Adapter

The outlet and plug type used in United Kingdom (UK) is G and in Denmark are C, E, F and K. This is how they look like.

Denmark

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

Type C

Type E

Type F

Type K

United Kingdom (UK)

In United Kingdom (UK), outlets of type G are in use.

Type G