Assuming you can check bags through to CPH, or do not have any checked bags, you would just stay in International transit. Make your way to a transfer desk/airline counter, or the departure gate where you can get a boarding pass.

http://www2.airportthai.co.th/airpor...p2.asp?lang=en

Unfortunately Flight Stats does not list departure/arrival gate information for BKK. Maybe the SK website lists actual departure gate information ex-BKK?

There are seven concourses: A, B, C, D, E, F, G, two hours should be more than enough time to make this connection.

You may have to re-clear a X-ray/liquid check-point; it really depends on which gate/concourse you arrive at/depart from.