MCH Messecenter Herning is one of the reasons a city of Herning's size appears on Danish event calendars. The complex is large, practical, and built for fairs, exhibitions, conferences, concerts, sport, and the kind of temporary crowds that can briefly change the whole feel of town.
It is not an attraction unless something is happening. Check the calendar before you go, and use Herning Messecenter station if you are arriving by train for an event.