What are these "æ, å, and ø'?
They are letters grown in Denmark as a special ingredient of Danish, to give it a distinct flavor. The æ is an old perennial, grown since Roman times; even Caesar had one. The ø is mostly local to Denmark only, and grows on small islands; outside Denmark, it has a small but devoted following of pipe fitters and set theory connoisseurs. The å is cultivated in most of Scandinavia; it is a water plant, and grows in small rivers; it is a more recent cultivar, a crossbreed of two different a's. Thanks to duolingo, you can plant all of these at home now and make wonderful Danish sentences.
They're the 27th, 29th and 28th letters of the Danish alphabet respectively. Their pronunciation can change word for word, so it's best to listen to the pronunciation of each word they're in, but roughly, "æ" is pronounced like this, "ø" is pronounced like this and "å" is pronounced like this
You can also use the "Alt" key plus a 3 or 4 digit number to create letters and symbols. You hold down the "Alt" key while typing the numbers. To get these special Danish letters the following combinations work: æ [Alt]+145, ø [ALT]+0248, å [Alt]+134, Æ [Alt]+146, Ø [Alt]+0216, Å [Alt]+143.
The 3 digit codes are available from the standard Ascii table (e.g. http://www.asciitable.com/), but the letters ø and Ø are not available here so you need the "Latin-1 Supplement" (e.g. the Character map in windows or http://www.unicode.org/charts/PDF/U0080.pdf). These tables can also be used to get other special characters used in other languages such as ñ [Alt]+164 in Spanish, or ° [Alt]+248 which is the degree symbol used in °C for temperatures.