Windows system files, folders, apps and tools are always named in English. If Windows is installed using any other language than English, the system creates localized links to all these files, folders, apps and tools so the user could see everything in his / her own language.
When using File Explorer you will by default see the folder, app and tool names in your language, in your case in Danish and in my case in Finnish. However these are only links to allow you to have a more completely localized Windows experience, the real folders and apps have English names.
As a user you should never change these system names. Your File Explorer will and should show Programme
link which points to Program Files
folder, as well as the Brugere
link which points to Users
folder and so on. This is how Windows functions by design, it is not an issue but instead a system created to give you more localized Windows experience.