You Do Need power plug adapter while traveling from Zambia 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 Zambia are C, D and G. This is how they look like.

Zambia

In Zambia, outlets of type C, D and G are in use.

Type C

Type D

Type G

Denmark

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

Type C

Type E

Type F

Type K