Is it difficult to get a Copenhagen visa?

Not difficult. Denmark is a Schengen country. As long as you apply for a Danish tourist visa, you can enter other Schengen countries, including Copenhagen, but you need to fill in the names of other countries when applying. Copenhagen is the capital, largest city and largest port of the Kingdom of Denmark. It is also the political, economic, cultural and transportation center of Denmark and a world-famous international metropolis.