Yes. Stores/kiosks that carry a lot of magazines will often have a section dedicated to music magazines and a lot of these - like computer magazines - come with CD's or DVD's with software or other useful stuff on them - like samples.
Sound on Sound is one magazine for musicians but there are several others.
I don't know about the libraries in Denmark but it might be worth checking out if your local library has a section for CD's. Some may have sample CD's with royalty-free samples available for loan.
I don't personally create music from samples, but I do have a studio together with my band members. We are trying to convert to Linux and
Ardour from Windows and Logic.
Håkan