It is not possible to apply for a Danish passport in Albania. Please contact the Danish Embassy in Vienna. Danmark i Ă˜strig (um.dk)
If you wish to travel to Denmark, you should inquire whether you will need a visa. In the affirmative, make sure to file an application in due time.
Danish Visa Rules
Detailed information about the rules governing residence (stays exceeding 3 months) and/or work permits for Denmark and information about the necessary documentation to be handed in together with your application can be found on the website of the Danish Immigration Service.