Winter Pride is the February half of Copenhagen Pride's year. There is no parade and no square full of stages; it is an indoor week spread around the city, and the organisers describe the point of it as carrying some queer company and a bit of hygge through the dark months.
The programme is assembled from an open call, so what actually happens depends on which groups, venues and organisations put something forward. That tends to make it a week of talks, films, workshops and social evenings rather than a festival with a main stage.
The association behind it is the same one that runs the August week, and it works out of Studiestræde in the middle of the city.