Do I need an umbrella company?

Hi,

I have been offered a freelance contract which will be ongoing for the foreseeable. I live in the UK and the company is based in Denmark. They do not have a UK company. I will only be working for this company. Do I need to be careful about working for only one company? There is no way that I can become a permanent employee because they do not have a UK Based company. Therefore, after a certain amount of time, do I need to become employed by them? Should I use an umbrella company?

Many thanks for your help