Denmark is a Schengen visa country, so you don't need a visa to travel to Denmark.
However, you will need to have a minimum amount of money in your account in order to pay for the visa application process.
The amount required is dependent on your nationality.
Denmark has an embassy in Washington, DC. The visa application process takes about a month. I believe you can get an appointment online, but it's not clear from the website. If you do, you'll need to bring a passport photo.
The minimum required amount of money in your account is the same as for any Schengen country. The exact amount is given in the table on the Schengen visa page.