I think it probably does mean non-prescription drugs, but it might be a brand only available at pharmacies.

These are usually cosmetics and baby products and suchlike rather than actual medications, but might include cough drops and remedies of that kind.

Plasters and first-aid dressings, or perhaps treatments for mild skin conditions would also be found on these shelves.

The link here mentions 'naturlægemidler', so there might be some forms of non-prescription drugs too.

http://www.ballerup.apotekeren.dk/