The Perry figures are very nice. You will certainly end up with a good-looking army. The book by Bill Rawkins will only be published digitally and whilst it is due to be published this year I imagine that the current situation puts that into doubt so you may need to rely on the books you already have to get started.
I expect you have already found this, but there is a pretty good guide to Danish uniforms (including lots of pictures of painted Perry figures) here: https://www.chakoten.dk/wp-content/uploads/Danish-Infantry-of-the-Line-and-Light-Infantry-1803-1814.-The-Perry-Achievement-.pdf
Good luck with the project.