CPH’s public transport connections are world class. A DOT ticket or city pass lets you use the metro or the train, which can get you within a few hundred metres of pretty much every major hotel in the city.
KyRoamer - because taxis in Copenhagen are expensive and not so good, consider doing an internet search for luggage portering. I haven’t used them so I can’t recommend or comment on them, but there is at least one company that will move your luggage for you between the airport and the hotel, leaving you free to arrive without hauling your bags around.