Final answer:
Denmark is the country that has the island of Zealand which includes its capital, Copenhagen, and is connected to Malmö, Sweden by the Øresund Bridge.
Step-by-step explanation:
The country that has the island of Zealand, which contains its capital, and is connected to Malmö, Sweden by the Øresund Bridge across the Øresund Channel, is Denmark. Zealand is Denmark's largest island and Copenhagen, the capital of Denmark, is situated on this island.
The Øresund Bridge is an engineering marvel that provides a direct link between Denmark and Sweden, facilitating the flow of people, goods, and services between the Scandinavian Peninsula and mainland Europe. Denmark is part of the Nordic countries, which also include Iceland, Finland, Norway, and Sweden, all sharing a Viking heritage.