The 1992 European champions face Finland, Belgium and Russia in Copenhagen in the opening phase of the delayed competition.
"The first objective is to qualify from the group stage in the best shape possible to continue our mission," said Hjulmand.
"Playing in front of our fans will enable us to tackle the knockout stage well armed and from then on anything can happen.
"We can beat the best, but we can also lose against them."
Goalkeepers: Kasper Schmeichel (Leicester/ENG), Frederik Ronow (Schalke/GER), Jonas Lossl (FC Midtjylland)
Defenders: Simon Kjaer (AC Milan/ITA), Andreas Christensen (Chelsea/ENG), Jannik Vestergaard (Southampton/ENG), Joakim Maehle (Atalanta/ITA), Jens Stryger Larsen (Udinese/ITA), Joachim Andersen (Fulham/ENG), Daniel Wass (Valencia/ESP), Mathias Zanka (FC Copenhagen), Nicolai Boilesen (FC Copenhagen)
Christian Eriksen (Inter/ITA), Thomas Delaney (Dortmund/GER), Pierre Emile Hojbjerg (Tottenham/ENG), Christian Norgaard (Brentford/ENG), Mathias Jensen (Brentford/ENG), Anders Christiansen (Malmo/SWE), Martin Braithwaite (Barcelona), Yussuf Poulsen (Leipzig/GER), Jonas Wind (FC Copenhagen), Kasper Dolberg (Nice/FRA), Andreas Cornelius (Parma/ITA), Andreas Skov Olsen (Bologna/ITA), Mikkel Damsgaard (Sampdoria/ITA), Robert Skov (Hoffenheim/GER).