Playing Supreme Ruler 2020 as Denmark is not the easiest route to world domination, but it is not the hardest either. Denmark is a relatively small country, with just around 6 million people, and little natural resources available. But they do have access to uranium, and as such you can build uranium mines to help supply nuclear power plants with necessary uran.
They also start out with a few Oil Derricks on a single Oceanic Complex, which helps meet civilian demand for petroleum, as well as make a little extra money. To truly make money as Denmark, however, you should slowly try to build Consumer- and Industrial goods facilities, to gain a trade surplus. Another option is to try and balance your budget.
Greenland is a low populated area, with low supply, but with lots of Uran. Building 3 supply depots will help boost the supply and output of uranium mines in the area. A more developed greenland can be seen in the screenshot.
Denmark is easy to defend due to its position, with narrow access points that can easily be defended with garrisons and a few land units. Typically, however, you will rarely be attacked by the AI players, unless you really manage to make them angry. Bomber airplanes can deal with most attacks launched against you, and typically you do not need many of your favorite airplanes to continuously defend your position. In this game, 6-12 FB22 Delta Raptors were used to wipe out hundreds of enemy land units, with low losses on the Danish side.
Doing the first few years, however, your main focus is to make allies and build important infrastructure, which will help support future military conquest. You can trade for military unit designs, such as the FB22 Delta Raptors, then build at least 10 airplane factories when you feel ready.
Export of cheaply produced power by power plants of types: Other, and Nuclear is a good way to earn money, but it takes a very long time to build them. You may be able to get faster results by focusing on Consumer- and Industrial goods facilities instead.
As well as Uranium, Greenland also has a lot of unused space where you can build power plants, but the sharp white may be annoying to your eyes, so building in conquered areas may be better. Or if you do not really care, just build in your capital region.
Who to go to war with
Generally, it can be hard to declare war when playing as Denmark, because you will quickly be expelled from the United Nations, and surrounding countries will start to attack you. Do not do this too early in the game.
However, a single war declaration, while it will hurt your UN ratings, is not going to do much more. As a result, surrounding nations will declare war on you, but rarely attack you. This can be used to your advantage, as your ratings does not seem to suffer much from attacking those who declare war on you.
Randomly attacking a friendly nation, such as Island, can be a "opening" tactic, which will not break your UN membership, and open a door for the rest of the world. The key stat here is your casus belli, when it reaches 30%, and your UN ratings are also high enough, it should be possible to declare war without getting expelled.
Easy targets for early expansion
Due to Denmark's small size and difficult profitability, it can be hard to maintain a large army required to attack many of the nearby neighbors.
Certain positions on the map are hard to reach for the AI. This includes Iceland, and certain parts of Russia. These locations are obvious targets for early expansion when playing as small countries. The challenge can be how to get there.