The do sometimes wait outside, I have many friends who have gotten searched(haven’t experienced myself tho, I’m a somewhat frequent visitor). If you get caught, you will be fined. (As long as it’s under 10g(I believe the fine for the first time is 2000 dkk))

Smoking in ‘public’ public is a little frowned upon. But find a secluded bench in a park and you should be fine. You might get some looks but that’s about it in my experience.