This windmill of the Dutch type was built on the grounds of the citadel as a precaution, so that there is a place to grind the grain for flour in the event of a siege. It is one of many windmills that were built in Copenhagen, but nowadays it is the only one that is still working.
Wikipedia https://da.wikipedia.org/wiki/Kastelsmøllen
Address (Unnamed Road), København 2100, Denmark
Coordinates 55°41'29.04" N 12°35'29.831" E