Whole Denmark is pretty beautiful in spring and summer but in winter it’s a bit dull.But me and my friends (4 adult 1 toddler) want to go outside of Copenhagen for 2-3 nights trip (without car). May some suggest some places where we rent a Airbnb or hotel, stay and do some family friendly outdoor activities? Maybe in a fishing village or easily accessible island where we can rent equipments for fishing etc? Or a boat trip idk.
Any particular time in the winter you are considering this trip? And it seems like you are looking for a smaller place and not a city visit?
If you are looking for some kind of coastal place they will tend to have a bit dull weather as well in the winter as the water gives them a milder climate. Unless you go far north.
Aarhus is nice and easy to get to by train. Not sure about the fishing opportunities but there are great restaurants, Den Gamle By is a really interesting outdoor museum, and the AROS gallery is exceptional.