Geardown 737, 1st thing re a conversion is to ensure your Danish licence and medical are valid. Next is to get the UAE class 3 medical, after that then you go and get familiar with the area and procedures in the plane. Then you study the airlaw for the written conversion exam. After that you do a PPC with an instructor and you then have your licence. I can't remember if you need a valid residents visa or not for the issue of a licence. By the way, you cannot convert your CPL to a CPL because you need a letter from a local company stating you are going to be flying for them. This as you can see, can be time consuming. My advice is if you are only going to be in Dubai a short time, just go flying with an instructor...try Emirates Flying School in Dubai or Fujairah Flying school.
Enjoy the weather.
F-S