Goods you buy in Germany are bought inside the EU, so there is no customs duty to pay. In return, the purchase has to be for your own consumption — it is the quantity, not the receipt, that decides whether the Danish tax authority treats it as a private purchase or as an import for resale.
For your own consumption
"Own consumption" covers you and your household, and gifts to family and friends. Shopping for a party or a club is still private as long as you are the consumer — but the quantity has to be explainable.
Indicative quantities
The Danish tax authority works with indicative quantities for alcohol and tobacco. Exceed them and you may be asked to account for what the goods are for.
The specific litre and unit limits change, so look them up with Skattestyrelsen before you plan a large purchase. This page does not repeat them, precisely because an out-of-date number is worse than no number.
The trip itself
You have to transport the goods across the border yourself. Have them shipped, or buy them on someone else's behalf, and the rules for private import no longer apply.