I know that you posted your question over five years ago, but I only saw it today. According to the Danish Emigration Records Louis Henriksen was born in Sleswig, Germany.
Name: Henriksen, Louis L. Occupation: Arbejder
Age: 22 Destination: Prince Albert, Canada
Contract no.: 403500 Registration date: 9/8/1902
Birth place: Slesvig Birth place: ?
Last res. parish: Ribe Last res. county: Ribe
Last residence: Ribe Destination country: Canada
Destination city: Prince Albert Destination state: Saskatchewan
Name of ship: Indirekte
I have found no Dorthea Madsen born in the city of Ribe on the birth date you gave. However there is a section of Denmark called Ribe which includes the city of Ribe.