Wilbur12 welcome to the QR forum. Do stop and look around. You may be surprised at the amount of useful information here a lot of which is easily accessible from the dashboard.

Why not try at check-in to check your luggage in all the way to your destination? From the information available that appears to be possible. Having never tried myself I can't say definitely. I have found the CPH check-in very helpful and if you ask then it could happen.

If you are flying J or F or have OW status then you will have access to a lounge where there are baggage boxes. There are also baggage boxes in the arrivals area landside as well as in the departures area airside.