http://www.thewindpower.net/index.php for a database of wind farms world-wide. Select by country, and then by whatever detail you want, up to end 2013. For example, the UK has 753 wind farms with 10.5 GW of installed wind capacity (some of the 'farms' may only have one turbine). Denmark has 1512 wind farms with a capacity of 4.8 GW.
For data on Denmark's energy usage:
http://www.energinet.dk/EN/El/Sider/default.aspx Click on the map to see up-to-the minute data on energy transmission into and out of Denmark, across its borders with neighbours Norway, Sweden and Germany. Use Google Translate https://translate.google.com/#submit to understand the data in the table Elsystemet Lige Nu (The power system just now). Not sure what the difference is between Centrale kraftvaerker (?principal power stations) and Decentrale kraftvaerker (?subsidiary power stations), but I assume size and distribution.
http://www.svk.se/Start/English/Operations-and-market/Nordic-System-Map/ gives a simpler but wider picture to the above, with the whole Nordic system (Norway, Sweden, Denmark, Finland and Estonia) electricity system detailed, and energy movements and prices in Euros, updated by the minute. Scroll down to get a summary table of energy imports and exports at any one time, by country.
http://www.nordpoolspot.com/historical-market-data/ gives historical data on the Nordic countries. There's a _lot_ of data of all-sorts here, so you have to browse to find what you want. I assume EE=Estonia, LV=Latvia and LT=Lithuania.
http://tinyurl.com/kz6e5bg shows a map of the Danish electricity system, with the various off-shore wind farms and cross-border interconnects. Specific info on the Swedish and Norwegian interconnects can be had on Wikipedia.