Luckily, Struer is a slightly smaller metropolis than New York or London so finding it shouldn't be difficult! And yes, it's absolutely worth the trip. I can honestly say that I look forward to it as much as any other part of visiting Struer. Their collection of B&O is very comprehensive and the staff couldn't be nicer.
I will add a little note that it isn't just a B&O museum, but a museum of Struer and so there is a section of the museum dedicated to other things, but as you can imagine it's pretty small!
There is scarcely anything in this world that some man cannot make a little worse and sell a little more cheaply. The person who buys on price alone is this man's lawful prey. - John Ruskin