The birth of a child must be registered with the authorities in England & Wales, Scotland or Northern Ireland.
http://www.direct.gov.uk/en/Governmentcitizensandrights/Registeringlifeevents/Birthandadoptionrecords/Registeringorchangingabirthrecord/index.htm
http://www.gro-scotland.gov.uk/regscot/registering-a-birth.html
http://www.groni.gov.uk/index/births.htm
Danish parents living in the UK are not required to register the birth of their newborn child with the Danish authorities. The child will not acquire a Danish civil registry number (CPR-nummer). However, the child will be given a civil registry number in the event of relocating to Denmark or if the child is baptised in Denmark.