King Frederick 5 was a drunkard. The good thing is that his Ministers were quite capable and the Kingdom even if having lost the Swedish lands still comprised the Duchies Schleswig and Holstein as well as the County of Oldenburg. Iceland is part of the Empire as is the Faeroe Islands and southern Greenland. Further away are the two forts on the Guinea/Gold/Slave Coast, the West Indies three islands, Tranquebar and 3-4 more trading posts in Bengal and the Nicobar Islands.
The Navy and Asian Company maintained communications with the Overseas colonies.
The Army of Norway consisted of some 20-30,000 troops with a core of 2 Infantry Regiments, 2 Ski Battalions, Artillery and Fortress Troops with territorial Army of 3 Cavalry and 13 Infantry Regiments.
The Danish/Dutchies Army consisting of 11 Cavalry Regiments, the Guards Regiment raised in Norway(as any ruler of reputation would raise the Guard among a minority population), Guards Cavalry Regiment, 10 Infantry Regiments raised in Germany, 7 Militia Regiments which were increasing with a decrease of raised troops to save funds. Major Depots at Copenhagen and Rendsburg, Schleswig with Artillery and Engineers. Total troops 35,000.
County of Oldenburg would field one Infantry Regiment.
Danish-Norwegian Navy: about 20 main ships of 60-80 guns, 17 Frigates of 20-30 guns plus a number of smaller ships. Two-thirds of crews were Norwegians the other third Danish/Schlewig though 90% of Officers were Danish the last 10 Norwegians. The Navy had a high degree of readiness.
Denmark being the Agrarian part with the most advanced in the Duchies and Norway having the natural resources of timbers and metals would make the realm close to selvsufficient with the Colonies mainly supplying luxury items such as spices.
I don't really see Denmark-Norway having initially much interest in the Roman Empire though scholars would very much like to know more.
There is a German buffer of tribes in Netherlands and Western Germania between the Empires.
Of much more interest would be the ability to regain the Swedish lands without much opposition and in the run take the full Swedish Kattegat-Skagerrak coast to ensure communications with Norway.
The Roman slavebased economy will be of no problem to Denmark-Norway as West African slaves were imported to the Plantations in the West Indies isles.
A slave rebellion was repressed with French aid on St. John 1733 and another disclosed 1759 so they may present some problems.
Denmark-Norway could well have an interest in luxury goods in the Roman Empire such as paper. As pagans they would of course be regarded as savages but practical needs would dictate how to cooperate and not religious ones. Danes wasn't averse to take up service with the Tsar - Vitus Bering - so taking up Roman service may appeal to some.
Of course tech may drip down to the Romans but they usually had internal problems and unruly neigbours why else the Limes fortifications. Also remember Denmark-Norway have knowledge of the Roman Empire and its neigbours; with their Navy and Merchant ships they may contact the Parthians and others.
Though just as communications within Denmark-Norway are slow so are the Romans. Denmark-Norway have little problem in sailing round the Good Hope as communications were maintained with the tradingposts in India.
In India the Danish Tradeposts are now situated in the Satavahana Empire and in some other in Bangal so have to reorient themselves to the new situation. Problem of course being that they land in some territory which may effect conflict with the locals and even with more modern tech they may be swamped by numbers before some ships may reach them.
Danish-Norwegian merchants would be interested in building new tradingposts but resources are few.