The easiest way to select Danish is through its main installer without messing with Copy/Paste files from a folder to another. Remove the software from your PC and then install it again by downloading the correct installer.
Use the following link to download it: https://hotpot.uvic.ca/index.php#downloads
Once it has been downloaded, run the installation again and choose Dansk then finish it. Start the application and then you will be asked to select the language for interface and buttons. Look at the image below to see what I'm talking.