By train
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You arrive at the Copenhagen Central Station (Hovedbanegården) if you come by train to the capital. The Copenhagen Central Station is located just accross from Tivoli and only five minutes walk to the City Hall Square.
Map of the Copenhagen Central Station.
Just accross from the Tivoli main entrance is the Tourist Information Office CPH Right Now, where you can pick up a city map before moving out into the city. 
Regional Trains
Connect Copenhagen with the rest of the country. The State Railways (in Danish: DSB) have several daily connections to main cities all over Denmark. Since the opening of the bridge between the islands of Sealand and Funen, travel times between east and west Denmark have been reduced by approximately one hour. To go to the second largest city: Aarhus is three hours and to Odense approx.: one and a half hour.
There is also a regular service to Kastrup, the Copenhagen Airport, by regional train, duration: 12 minutes.
On the nights following Friday and Saturday the coastal line from Helsingør (Elsinore), Cewntral Station and Kastrup, Copenhagen Airport runs through the night.
Oresund Train
The Oresund trains connect Copenhagen and Malmö in Sweden. On the way the train also stops at the Copenhagen Airport. It has a regular schedule running every twenty minutes and the duration from Copenhagen Central to Malmö Caentral is a mere 35 minutes.
City Night Line
Recently a new direct connection was established from Switzerland picking up passengers en route through Germany to Copenhagen Central. Their homepage is in German and can be found below.
