Note: "I himlen" would be understood as "in heaven" and sound really strange.
"På himlen" would be more correct for "is the sun out".
guess they haven't seen it for a really long time (i mean it is denmark) and now think its dead.
I get an error for misspelling when I wrote himmelen instead of himlen - And both are accepted by Dansk Sprognævn, soooo...............
What is this sentence supposed to mean? "At solen skinner"? In English one would never say "is the sun in the sky?", but rather "is the sun out?", or "is the sun shining?"
At first I thought it asked if the sun was in heaven :D That's how I would interpret "i himlen" (You could translate "in the sky" as "på himlen" too, which cannot be "in heaven"), but I guess it could also be physical just like Marinia said.
Yes, in Denmark they even have a mountain in the sky - Himmelbjerget. It just floats there all day long. :)