When you first move to Herning, Citizen Service (Borgerservice) helps you with registration at the national registration office (folkeregistret), to get a civil registration number (CPR-nummer), choose doctor, get MitID and Digital post for digital self-service and receiving information from the public sector.
At Citizen Service you can also exchange you driver's license if this is necessary. You can make a reservation via the link below - you can also show up in person within the opening hours.
Much of the interaction with the public authorities happens via digital self-service. Citizen Service can help and guide you with the self-service solutions. Bring your MitID if you already have one.