Classical Antiquity is the term used to describe the civilizations of both Ancient Greece and Ancient Rome.
The term Antiquity was first used by Renaissance writers who distinguished between Antiquity, the Middle Ages and the more recent times they were living in. It can refer to any period before c.500 AD, but usually refers to Classical Antiquity that specifically means the civilizations of Ancient Greece and Rome.
Classical Antiquity begins with the period of the writing of Homer's Illiad c.800 BC to the decline of the Western Roman Empire c.500 AD. It is the achievements in literature, drama, art, architecture, philosophy and science from this period that form the basis of our Western Civilization even to this day.
Although the Roman Empire never conquered Denmark, it is possible to visit many artifacts from Classical Antiquity in Danish museums and art galleries. Some Danish cities, in particular Copenhagen, have many buildings inspired by the 19th century architectural style called Classicism that based itself on architecture from Classical Antiquity.