http://studies.ku.dk/studies/degree_students/ma/
You can see the details here.
To get into Columbia University, first of all, you get good grades and your average score is quite high. After all, it is the best university in Denmark.
Followed by English, I remember IELTS is above 6.5.
However, the requirements of each department are different, and even the deadline for application is different. We must read it carefully.
In addition, if you think your grades are good enough, you can apply for a scholarship.
It is better to rely on yourself than to seek help from others. You'd better study the things on Columbia's home page yourself.
I wish you success:)