The Gallery normally takes about 35 minutes to get to from central Copenhagen by train and it is a further 15 minutes to walk from the station (just follow the signs). You'll need to allow a couple of hours at least to take in everything and you could make the most of your excusion by having lunch or dinner in the restaurant (in the Summer, the Gallery is open until 10 pm). I didn't but the food looked delicious, fresh and healthy. It is billed as the best of modern Danish cuisine and the set price buffet comprised lots of fish and vegetable dishes. Wear comfortable shoes. There are lots of stairs but there are also lifts, so its easy to get around even if you have a mobility difficulty.
Don't be put off by the grumpy staff when you arrive. The woman who checked my Copenhagen Card was very rude for no apparent reason. Perhaps she was miffed that I had not paid the (about) 13 pounds entry.
This truly international collection of contemporary (and not so contemporary - there are several dead artists represented) is worth visiting for the venue alone. Set in a beautiful garden, next to the stunning coast, the building is a complete surprise. It starts in an old mansion but quickly moves onto modern extensions that never dominate. They blend perfectly into the landscape, constantly providing a feast for the eye with comfy nooks to sit, rest and contemplate. For those with less high brow interests, there are some lovely shops with high end clothes (men's and women's), household good and, of course, books on art.
In terms of the Art, who am I to comment? There were a couple of Picassos, a Francis Bacon, a couple of Warholes, several Louise Bourgeouise, etc. So those who trail the European art galleries will feel comforted by the familiar - although not be impressed by the somewhat second-rate examples. There is also an excellent selection of sculpture: Henry Moores and dozens of Giacommetis. I did not know any of the Danish artists but my favourite was a video installation by a Peter Land - 23 minutes of a naked man dancing badly to the music of the Gypsy Kings. Now that's what I call Art!
This review is the subjective opinion of a TripAdvisor member and not of TripAdvisor LLC.