You can receive cash benefits (kontanthjælp) if you are out of work and not studying. However, you have to get approved for cash benefits.
For more information on cash benefits contact your Jobcenter.
If you have been in Denmark less than 3 years your job centre is Jobcenter Copenhagen International.
If you have been in Denmark over 3 years you belong to the regular job centres. Find more information on Jobcentres here.