The military records called "laegdsruller" are not available online. you need to physical find the documents at the danish archive (= landsarkivet for nørrejylland).
You could try to send them an email and see if they can do a search for you:firstname.lastname@example.org
You could also try to register at this dansh genealogy forum to see if any helpful people will do a lookup for you:http://www.slaegtogdata.dk/andet/forum-help-english
Hope this is a starting point for you.
Happy New Year.