You Do Need power plug adapter while traveling from Switzerland 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 Switzerland are C and J. This is how they look like.

Switzerland

In Switzerland, outlets of type C and J are in use.

Type C

Type J

Denmark

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

Type C

Type E

Type F

Type K