Jyske Bank Boxen is Herning's big indoor arena, part of the MCH complex south of the centre. It hosts major concerts, handball, ice hockey, gymnastics, television shows, and international sports events, so it is a reason to come only when the programme lines up with your trip.
For visitors, the practical advice is simple: treat it like an event venue, not a casual sight. Buy tickets ahead, check transport after the event, and expect the area around the arena to feel functional rather than charming.