"At the moment he is a raw talent," said the Arsenal manager.
"Nicklas is not completely ready to start in the Premiership and I wanted to give him as many games as I could in pre-season to help him understand what is needed.
"He is an intelligent and open-minded boy. We can have a frank discussion on what he has to do and he listens, then tries to do it.
"He is very, very confident, too. When you see a guy like that take the ball and take a penalty [against PSG] in his first game, that means he does not lack confidence."
Wenger added: "There was a lot of interest in him around Europe, but we wanted to keep him and extended his contract.
"He is super quick, very tall with good technique and he is intelligent. He just needs to play at a higher pace now.
"Certainly I believe the talent is in there."