I've seen this in some cities (Vienna, for example), and the bollards are lowered (either manually or hydraulically) in the early hours of the morning so that deliveries can be made. They go back up around 7am.
If you get caught there you'll probably get a nice fine. And you can be sure all the pedestrians will make you drive slow.
Finally, the road usually has tiles so you don't get in there by accident, nor would you want to.
It didn't really work as a pedestrian mall. I've been in other European cities where it did work, i.e. no vehicles.
Where in Denmark was that? I don't see any loudly beeping delivery cars in Copenhagen.