Nameservers for a .dk domain can only be changed through DK Hostmaster: https://www.dk-hostmaster.dk/en/
For other domains, follow these steps:
Log in to your control panel
Select the domain you wish to edit
Choose DNS from the menu on the left
At the bottom of the page under "Set nameservers", click on "Specify nameservers"
Delete the existing values and type in the new ones
Please note that if you change nameservers to a different host, and the DNS records at the new host are not set up correctly, both your website and email might stop working.