Is there a particular website that I need to purchase my train ticket from Copenhagen to Stockholm? Would I be able to do that once I arrive or should I book in advance?
Go to https://www.sj.se/en/home.html#/ - that's the site for the Swedish train system, which also runs trains between Sweden and Copenhagen. Note that even on the English site, Copenhagen central station is written as "Köbenhavn H."
If you're able to commit to a specific train, you can save a LOT of money by booking in advance. Advance-purchase fares can be as low as SEK 195 (a little more than US$20). Last-minute fares can be as much as six times that amount.
Thank you so much. I have been looking for ways to buy a ticket on the high speed non stop train from Copenhagen to Stockholm. I could not make the Denmark Rail webpage work to show me the non stops. There are other sites out there from Rail Europe to other travel firms where you can buy tickets, but they charge a 15% to 25% premium. So THANK YOU!