A normal Schengen visa is not valid for the Faroe Islands or Greenland. If you are travelling to these destinations you will need to have a Schengen visa issued by a Danish mission with the wording in the comments section on the visa: "Valid for Greenland" or "Valid for the Faroe Islands". Please apply in the normal manner through VFS, but indicate on the application form under main destination: Greenland or the Faroe Islands.
If you already have a valid Schengen visa, you will need to apply for an additional visa, which will only be valid for Greenland or the Faroe Islands. Please apply as above.