<< I'm thinking of Denmark / Sweden / Norway (...) Is driving between them easily done? I'm guessing there is a ferry from Denmark to the others? >>
You can drive all routes - cause there are bridges in Denmark and from Denmark (Kopenhagen) to Malmo in Sweden.
<< (timewise) How far is Denmark from Amsterdam or Frankfurt? >>
As German autobahns are sometimes fuller than at other times I can only estimate - but I'd say from Frankfurt to the Danish border you'd need about six or seven hours. It of course also depends on how fast you like to drive...
For suggesting more details - what are your interests??