If it is a serious accident, stay at work and call 112. Tell them that it is a work accident. This will ensure that all relevant authorities are immediately involved.
Tell your boss
It is important to tell your boss about your injury immediately so that it can be notified to the Occupational Injury Authorities (Arbejdsskadestyrelsen). Some employers "forget" to report the injury, so make sure your injury is reported.
Contact your doctor immediately
If you get an injury at work, do not wait longer than two days before contacting your doctor. This makes it easier to prove that the damage stems from an incident at work. Your injury must be described in your journal the day you come to the doctor. If your boss fail to report your injury, you and your doctor may report it.
If it turns out that your injury prevents you from continuing your work as a construction worker, then you may be entitled to compensation. Read more about a compensation case here: https://tema.3f.dk/bjmfimmigrant/health-and-safety/have-you-been-injured-at-work/work-injury-case
Go to the doctor on a regular basis
Keep on going to the doctor with a gap of a maximum of two weeks. In this regard, it is good to have a regular interview with the doctor about treatments and medical examinations.
Report that you are sick to your boss
You should not work if you are hurt. It's important to talk with your boss about it, so that you can stay home. If your employer has a collective agreement then you are probably entitled to pay during your sickness, but it depends on the collective agreement.
Contact your union
Contact your trade union to learn more about your rights. https://tema.3f.dk/bjmfimmigrant/about-the-union