It seems English here has two words, both adjectives, for the same concept, or almost, where Danish/Swedish has only one. I found these examples: an historic building, an historic moment. within historic times = meaning something worth to remember (whenever it happened, I suppose?). While an historical document, painting, writing is something made long ago, during some historic era. I can't say I notice a very big difference.
At least in Swedish, I would not use "historisk" for "historical", for something that merely belongs in the past. I would use it for "historic", for something memorable that had an impact on history. But the frequent use of "historisk" in this Danish course makes me wonder whether the Danes use it more freely.
There is a difference in the English words, though they sound similar and are often misused even by English speakers. The signing of a treaty is a historic moment (real and significant), while a fictional tale set in the past is historical (related to history, but not significant in itself).
(Cred: I am a native speaker of American English, and a fiction writer and proofreader.)