You'll enter the Schengen area at CPH, so leaving the airport is very easy.

There are three potential issues:

1) even a minor delay would seem to interfere with your plans
2) it's unfortunately not uncommon to arrive at a bus gate at DUS further delaying your exiting the airport
3) getting to the actual train station can be nuisance since the skytrain doesn't run that often and occasionally is out of service (forcing you to take a bus)

Whether it's worth the risk / whether you're willing to pay for a car/taxi if necessary is something obviously only you can decide.