You and your family can visit 20 libraries in Copenhagen for free. Here you can borrow Danish as well as international books, e-books, audio books, magazines, newspapers, recordings, music, films, and games.
The libraries also arrange different activities for children. For instance at Børnekulturhus Ama’r (Children’s culture house Amager), Zone 2 in Valby, Pilegården in Brønshøj, Børnekulturhuset Sokkelundlille (children’s culture house Sokkelundlille) in Copenhagen NV.
Here you can find activities based on dancing, singing, and rhythmical activities. Most of these are free.
Find more information about the libraries here.
You can also find a pdf with information about libraries and culture houses below called Leisure Guide.