When moving in Denmark, you need to notify the authorities. This can be done online without you needing to meet up at an office in person. To access the online self-service you need NemID.

Make sure to register your new address no later than 5 days after you have moved to your new home. In the Municipality of Aarhus if you fail to register within 14 days after you have moved, you will be fined with 500 Dkr.
 

You can find more info and direct link to report your new address online here. All you need is your NemID and your new address.
 

If you need help to order NemID or to use the digital self service solutions, you can contact The Digital Hotline at phone no. 70 20 00 00.
You can also get help at your local library or at Citizens Service.