Most universities abroad either have a central accommodation office or another office helping international students finding accommodation. Some universities have their own dorms at campus. This often helps fostering a special campus culture and close relations between students. Some dorms might be reserved for certain groups of students, e.g. girls, boys, undergraduates, graduates etc.
Other universities help you find accommodation at private dorms, housing agencies or private landlords.
The prices vary from place to place; obviously it is most expensive in the big cities. If you are going to Paris, London or Rome for example, you might have to pay 3 times as much for a dorm room than in Denmark.
Please be aware that applications for accommodation are often part of your admission process to the host university, often a separate document. Many cities lack student accommodation, so it is important to maintain deadlines.
Another possibility is to arrange your own accommodation
Some students choose to stay at a hostel for the first few days and then hunt for a room or apartment before the studies begin. This might be an idea if you are two or more students traveling together.
Your apartment/dorm room in Denmark
When you are going abroad it is important to be aware of your living situation in Denmark for when you get back to Denmark again. It is possible for you to sublease your apartment/dorm room to an international student, studying at SDU in the same period. Information about how to sublease your place to an international student is in the following document from SDU Accommodation Office: