If you are talking about Bryggeriet you wont be disappointed!
http://www.bryggeriet.dk/dk/bryggerierne/herning
If Lucky you Can get seat i the vault (restaurant is in a former bank). Bit pricey but Well WELL worth it! Their own beers are awesome.
Other good steakhouses are http://a-h-b.dk/lund/ (north of town, in Lund) and just across from scandic: http://www.charolaiskroen.dk Meat so fresh its cut on site.
Fox n hounds you Will enjoy for drinks and Well assorteret whisky and beer selection , Murphys ok too, old irish pub next to is nothing special but slightly cheaper drinks.
Welcome to Herning. Full capacity crowd thursday (holds about 9500 peeps in euro) but Nice intimitate stadion, everyone very close to the pitch and the action.