Williams was unveiled by the club earlier this afternoon after impressing during a two-week trial in Denmark.
Speaking at an exclusive South African Football Journalists Association online press conference, the 26-year-old adds that it is an honour to follow in the footsteps of Roxanne Barker, who was the first South African female goalkeeper to play professionally abroad.
"I started playing goalkeeper from the age of seventeen and I always wanted to be the first female keeper to play abroad, but I didn't know at the time that Roxanne Barker went overseas.
"It's possible for other South African goalkeepers to also get scouted, luckily enough for me I managed to score a goal which gave me additional credit."
The former University of Cape Town goalkeeper has also opened up about what she believes impressed the Copenhagen technical team during her two-week trial.
Williams says sticking to the basics, remaining determined and showing the will to succeed were key to securing her contract.
Williams hopes her move to Denmark will inspire more South African players to pursue professional opportunities abroad.
However, she believes greater access to local matches and improved data collection are crucial to helping players attract international attention.
"They want data, and they want to be able to see how many saves she made or how many goals she scored. With there being no real coverage in the country it makes it hard. Luckily, what I did was captured so it's not impossible. With more and more coverage many more players will be able to come abroad."