I don't have a Danish bank account, can I have the value of my Danish banknotes transferred to my bank account in the country where I live?

Yes. Once you have visited a banknote exchange point in person, it will be possible to transfer money to your foreign bank account. You must provide all relevant information as specified on the exchange form available at the top of the page.
 
Please note that Danmarks Nationalbank does not charge a fee for the transfer, but you should be aware that in some cases your local bank may charge a fee for receiving the money. When transferring to a foreign account, the transaction is generally converted into a currency other than Danish kroner, which may involve exchange fees. Exchange fees and any transaction costs are borne by the recipient.