The UK doesn't yet have a store either, but it is "expected soon". No-one knows quite why it's proving such a battle, but it must be a different proposition to the US one, which has been up for quite a while.
Regarding your white cover - woh ! I bet that's a bright sight. But, a cover is a cover, so you could look on Ebay, or similar, even the US - but check on shipping costs, they might be pricey.
If you want a Sony with light, well they're expensive anyway, but you could go for a generic one off the net - just Google Sony T1 covers Denmark and see what pops up. You can then get a little clip-on light, Google same, of which there are a lot on the net.
I don't know about the dictionary problem, but you can certainly download one like a normal book, but perhaps someone else can help ? I will ask around and see if anything can be done.
And as for using wifi, if you have stores that sell ebooks online in Denmark, then you can use wifi to purchase, just like you will when the Sony Store opens - you don't/still won't/aren't to simply have to just use the (coming somewhen) store, but any other supplier.
And there are millions of free books out there - don't know how much is available in Danish, but Project Gutenberg, and the MobileRead Free Library (you keep the books) are major sources. - try there.
i am danish but live in the uk. when i buy danish books i get them from saxo.com. every month they have book of the month which is 45kr i think. otherwise i read a lot of books in english bought from kobo.com or get free books that are out of copyright for instance from mobileread.com
danish ebooks are expensive and the selection is not great. for instance jussi adler-olsen refuses to alow his books to be sold as ebooks - very oldfashioned.