Denmark is under an hour driving from Albany. It is around 4-5 hours drive from Perth.
There is daily air service to Albany from Perth.
[http://www.transwa.wa.gov.au Transwa] has direct bus services from Perth.
The town centre is easily small enough to explore by foot. To see the surrounding areas you will need a car, or take a bus tour.
There are numerous restaurants, coffee shops, etc.
Internet access is available at the library, and at the neighbouring telecommunications centre. As at Jan 2008 free Wifi was available outside the library even during non-opening hours.
There is good mobile phone reception for all mobile carriers.
Albany and the surrounding national parks. Pemberton, Walpole all offer scenic excursions from Denmark.