Who controls VFR flights in class B airspace in Europe?
I'm assuming you're referring to this where a Cessna 172 had a near miss with a 737: http://www.havarikommissionen.dk/~/media/Files/Havarikommissionen/Havarirapporter/Luftfart%202014/Preliminary%20ATI%20Bulletin%20HCLJ510_2014_273.ashx

Regarding who the VFR pilot should have been talking to, that depends. For example if you're flying in Los Angeles you might get clearance into the bravo for LAX from SoCal Approach if you're taking the "coastal route" through the bravo, or you might get clearance from LAX tower if you're flying the lower altitude "mini route" which directly overfly's LAX runways and tower and you'd be talking to whoever you got clearance from until they handed you off. 

It really depends how they've set it up. The  terminal area chart (TAC chart) for the bravo airspace contains VFR flyways and procedures including who to contact for clearance. So if you're interested you can get the TAC chart for Kobenhavn and look (usually) on the back of the physical chart where it has more info. 

However, having said that: I think this VFR pilot accidentally flew into bravo airspace and will probably lose his/her license. Here's why: 


Pilot did not have a Mode C altitude reporting transponder which is REQUIRED to fly in to Bravo. 


From the report:


  Aircraft B was reported to fly at 4000 feet with no radar presented altitude readout. 


I'm not sure how "Sweden control" hands off to Denmark, but if he's flying to bravo in Denmark you'd expect him to be talking to someone in Denmark, either the bravo airport's tower or Copenhagen Approach which is who the Boeing 737 involved in the incident was talking to. 

If he was in Bravo legally he should have been assigned an altitude, heading and squawk code and ATC should have maintained separation between those two aircraft and the bravo controllers are the best in the world at doing exactly that. So I think he accidentally flew into bravo and was talking to the wrong controller. 

Edited: To remove irrelevant detail about VFR altitudes above 3000ft AGL.