Vagn Holmboe was from Denmark. This is relevant to understanding that the great majority of recordings of Holmboe's music come from smaller record labels in Denmark, Sweden and to some extent Norway.
There are in fact recordings that were issued on more prominent labels such as Deutsche Grammophon, Philips, Decca and EMI, but it seems that many of these were on LP and relatively few have ever found their way onto more modern formats, making them difficult to obtain.
The most readily available modern recordings are dominated by two record companies: Da Capo in Denmark (with a Holmboe page) and BIS in Sweden (with a complete list of recordings including Holmboe's music). Some of the older CDs might now be out of print, but they are still not that difficult to find second-hand and everything is also available on download or streaming services. Recordings from these two companies will form the backbone of any modern Holmboe collection.
Other small Danish record labels have also contributed significantly to the Holmboe catalogue, such as Danacord (http://www.danacord.dk/index2.html), Danica and Classico. Purchasing CDs might be somewhat more difficult in these cases, but the recordings are available for download from sources such as iTunes or Classics Online or on streaming services like Spotify. Classico in particular seem to have done a very good job in this area. The Fona label also contributed a considerable number of Holmboe recordings in the LP era, but these do not seem to be available in any other format.
If you are looking for a particularly rare or obscure recording, such as one that was only ever issued on LP, then Denmark and nearby would seem to be a good place to look. In doing research for this discography, I found Plade-Klassikeren very helpful so that is one option I would suggest.
There is also the possibility that someone, somewhere has put what you're looking for on Youtube, although I would strongly encourage you, wherever possible, to listen to this music by methods that reward the musicians and provide them with an incentive to make more recordings.
When talking about recordings, particularly rarer ones, I have tried to provide information about the catalogue number, performers and titles that would maximise the chances of finding a copy. Online stores are not entirely consistent with the way that they label classical music recordings, and different search terms might yield very different results.