Scorpions (Scorpiones) feed on insects and spiders which they catch with their palps and – sometimes – kill with their venomous stinger, which otherwise is primarily a defensive weapon. There are no Danish species. (Pseudoscorpions are harmless Danish animals that do not have anything to do with the real scorpions). Scorpions belong in the tropics and subtropics.
Several smaller species can be seen in southern Europe, including Euscorpius italicus. In rare cases, scorpions are carried to Denmark. For example, they might hide in camping equipment and there are examples of such scorpions having survived in a Danish utility room for months. European scorpions are normally not harmful to humans. The effects of a scorpion sting are similar to the discomfort you get when being stung by a hornet.