丹麦 - 捷克共和国
The main route from Denmark to the Czech Republic leads via Berlin (Germany). It is possible to book the whole trip as one ticket via Deutsche Bahn.
丹麦 - 瑞典
To buy a train ticket from Denmark to Sweden, have a look at the booking links. Depending on where you start in Denmark, you first have to buy a ticket from your starting place to Copenhagen via DSB. From Copenhagen, buy a train ticket via SJ to the place in Sweden.
There are frequent train connections from everywhere in Denmark to Copenhagen. Copenhagen is the main hub to continue to Sweden and Scandinavia in general. There are direct trains going from Copenhagen to Gothenburg and Stockholm.
Otherwise first travel via the Öresund Bridge (train runs every 20 minutes) to Malmö (Sweden), from where you continue to your destination in Sweden.