Working part-time outside of the UK (Non-European)?

Hi everyone, I'm currently attending university in London on a Tier 4 student visa as a non-EU passport holder and was wondering if working elsewhere in the EU was a possibility for someone like me?

What are the rules surrounding such a matter? More specifically, I am looking into spending some time in Copenhagen over the summer and was hoping to get a part time job whilst I was there, something art/gallery related. Has anyone ever had any experiences dealing with such an issue or anyone familiar with the obstacles surrounding it?

Thanks!