Tourists come at Roskilde to see the main cathedral in Denmark, vault of Danish kings. Prior to the Reformation, which began in Denmark in 1536, the cathedral was Catholic and had several altars besides the main one. After the Reformation, the side altars were removed. Since that time, all Danish kings and almost all Danish queens had been buried in the cathedral and the royal chapels.
The cathedral is very tall and is located in the town. You can get around it and make some photos from a large field behind it. The cathedral looks like nice inside, there are dozens of beautiful tombs. It is possible to take photos.
In Denmark, there are three sites that are included in UNESCO World Heritage list, and the cathedral is one of them. Be careful, as it's closed for visitors during religious ceremonies. Check out the schedule and the cost of guided tours here.
Getting there: By train from Copenhagen (with "Copenhagen Card" for free). A walk from the train station to the cathedral will take you 10 minutes, check the map at the train station.