In Danish, the name of the building is "Kristuskirken"

"Kristuskirkens baptistmenighed" is spelled with a "p" instead of "b" in Danish.

In English it is also called:
First International Baptist Church of Copenhagen
And they have a website at www.fibc.dk

Somewhat confusingly these people seem to call it REGEN/Kristuskirken, and it's not clear if that is a separate parish operating out of the same building, but they have a website at: http://www.regenkirke.dk

In any case the address is Baggesensgade 7.