The 20-year-old striker became the newly promoted club's record signing when he joined for £7.5 million on a five-year deal on July 1.
Cornelius was the top scorer in the Danish Superliga last year and Mackay cannot wait to see him in action.
| ANDREAS CORNELIUS PROFILE
|13/8||Cardiff are 13/8 with William Hill to finish above Swansea
"We think Andreas is a really top player. He was player of the season at Copenhagen and has scored plenty of goals.
"But he adds to the quality we already have up front and to the squad that got us to the Premier League."
Cornelius, who has also represented his country at every level since Under-18, has also expressed his readiness to get started in the Premier League.
"Everyone is making it very easy to settle in. I'm looking forward to the challenge of the Premier League," he said.
"I'm looking forward to the match versus Swansea, I've heard it's like a war! But we know every match will be tough in this league."