Where do you want to go?
Your undergraduate research year may be combined with a stay abroad. Whether you'll do field work in Ethiopia or visit a research group at MIT is up to you and your supervisor, as long as it is relevant for your research project.
Main supervisor must be SDU-researcher
Your main supervisor must be a researcher at The Faculty of Health Sciences, University of Southern Denmark. You may very well have a co-supervisor abroad.
You'll need money for travel expenses, living expenses while you're away from home, visas, vaccination etc. These expenses should be accounted for in your research project budget as part of the project's running costs.
Unfortunately, the Graduate School does not offer financial support for these expenses, so you and your supervisor will have to get the funding elsewhere.