I don't really know of another term for it, but I notice from hanging out of the carriage on the round the houses steam tour there is a shed at Dybbølsbro off Otto Busses Vej. How far down can you go and see anything without getting into trouble? Are the railways policed like the English railways, or are people more relaxed and a wander round the shed is fine as long as you sign in and out, observe basic safety rules, and don't do anything stupid?

Are there any vantage points for photographing the trains on shed if you can't get onto the shed itself?

I'm not sure exactly what you intent to do or where you want to go. But there is NO way that you can walk around too close to the tracks or cross the tracks. But I don't see any problems in following the car roads that run along the tracks and the road close to the tracks and the buildings associated with the railway. Just don't cross any tracks or get closer than about 5 meter of the tracks and STAY ON the car roads.

Why is there no way? Isn't it just a matter of walking?

From what I've seen, it's fairly easy to find a way to get to the tracks.

Police wouldn't be too keen on it, if you were discovered, but there is no dedicated railway police like in the UK.

You misunderstand: NO WAY as in NOT ALLOWED.

NO WAY doesn't mean NO ROAD.

Why is there no way? Isn't it just a matter of walking?

From what I've seen, it's fairly easy to find a way to get to the tracks.

Just because you CAN walk into an area, it doesnt mean that it is allowed. There are no fences or policemen to guard everything here.

If you just are interested in seeing the sheds from outside, you can walk along Otto Busseswej. From Kalvebod Brygge you can walk along the road. There are fences, but there are openings in the fences that may actually be open. That doesnt mean you can walk in.
But the walk along Otto Bussesvej is not so bad either, at the end of the walk you come to a tunnel that goes under the tracks, and comes out on Enghavevej, some 500 meters northeast of Sydhavn Station. Before you enter the tunnel or walk back, notice the yellow control tower above the tunnel.

Otto Busse was a famous Locomotive engineer at the Danish State Railway, but it must sting in the heart of some railway enthusiasts that such a remarkable railway persons family name starts with BUS.