If you run your business from home then you will have to keep to the rules about home businesses. It may be that you cannot claim all expenses for your business such as heating and telephone.
If you need special premises such as a shop or hairdressing salon then you will have to think about a good location where you will get customers and also how much it will cost. Usually if you rent a business location you have to pay 3 months in advance.
You can find business premises to run from websites such as this one: https://www.lokaleportalen.dk/ which you can choose to see in English and other languages.
Sometimes they will be advertised in the local newspapers or you will see a sign ‘Til leje’ on the location itself.