As a university researcher you and any co-authors as a rule own the copyright to any articles, books, photographs, films etc. which you produce in connection with your research. When publishing in journals or books part of the copyright is transferred to the respective journal or publisher. How much depends on the specific agreements which have been entered into.
Read more about different aspects of this.
Research is usually published through a publishing house. Be aware of what kind of agreements you enter into. It may affect what you can do with your publications later.
If you use personal data in your research you must be aware of certain special requirements. You can read about the processing of personal data on the Aarhus University website, on Forskerportalen.dk (the Researcher Portal) and on the website of the Danish Data Protection Agency.