You can submit your application to the Danish Immigration Service's Citizen Service, where you will also be required to take fingerprints and a photo of your face (biometrics).
Before coming to the Citizen Service, you need to make an appointment.
Make an appointment: https://nyidanmark.dk/da/Kontakt-os/Kontakt-Udl%C3%A6ndingestyrelsen/Borgerservice.
Children who apply at the same time as you must also appear at the Citizens Service. If the children want to get a residence card, they also need to record their biometric data. However, it is not necessary to make an appointment for children.