Know Before You Go
Be sure to find the arrows to the right of the statue of Holger and follow the path all the way through the underground casements. They lead into complete darkness (use your cellphone light) in and out of the storage areas under the castle. It takes you back out near the entrance from the moat.
There is a very large coastal map in the grass between the moat and the yellow buildings on the southwest side of the castle. It shows the coastline from Copenhagen to Helsingor and the coastline of Sweden across the sound from Helsingor. Once you find the metal plate showing Copenhagen you get the idea of what it is. Otherwise, it looks like concrete strips in a winding pattern on the grass.