Interrogative pronouns (hv-words) introduce a direct or indirect question. They include:

Note that HVOR (where), HVORDAN (how), HVORFOR (why) and HVORNÅR(when)
are interrogative adverbs.

Examples of use:

Hvem er det? (Who is it?)
Hvem talte du med? (Who(m) did you talk to?)
Hun spurgte, hvem der ringede. (She asked who rang.)
Hvad er klokken? (What’s the time?)
Kan du se, hvad Dorte laver? (Can you see what Dorte is doing?)
Hvad for en ost vil De have? (Which cheese do you want?)
Hvad for nogle sko har De? (What kind of shoes do you have?)
Hvilken skole går Deres søn i? (Which school does your son go to?)
Hvis hat er det? (Whose hat is it?)
De ved ikke, hvis (hat) det er. (They don’t know whose (hat) it is.)

Reference: Danish an Essencial Grammar (Tom Lundskær-Nielsen and Philip Holmes), 2ed.