Michael,
Go to http://www.lathes.co.uk and look at the splendid archive there. Tony Griffiths, whose site this is, covers a very high proportion of most of the machine tools made and Denham are listed
The change gears are listed in the tooth numbers needed but sadly not the DP number, which I suspect just by looking at the photos is 16 DP. Those you can pick up from sales on ebay or from people selling off parts for other lathes. I believe the Raglan Little John lathes had 16 DP change wheels, but I could be wrong. Drummond is another make using that size, but those may be hard to source.
If you have even one with the lathe you can establish that parameter for yourself. Count the teeth, add 2 to that count and divide the total by the diameter in inches. The numbers are always whole and even which makes deciding what you have exceptionally easy
Welcome to the forum by the way
Regards
Brian