May has exhibited with solo shows at Regelbau 411, Thyholm (2023); Alice Folker Gallery, Copenhagen (2022); Tabakalera - International Centre for Contemporary Culture, San Sebastián (2022); SOL, Nexø (2021); VEGA Arts, Copenhagen (2019) and Die Raum, Berlin (2018). Her works has been shown in group exhibitions at Urban Sound Art, Kråkerøy (2023); Vizura Aperta Festival (2023); Rønnebæksholm, Næstved (2021) and Gammelgaard Museum, Herlev (2020). Furthermore, May has performed at several venues including Église Saint-Eustache, Paris (2025); Bauhaus Museum, Berlin (2022); Gl. Holtegaard Museum, Holte (2021); The New Museum, New York (2020); Den Frie Udstillingsbygning, Copenhagen (2019); Roulette, New York (2019); Hopkins Center For the Arts, Hopkins (2018); Overgaden Institute for Contemporary Arts, Copenhagen (2018); SuperDeluxe, Tokyo (2017) and SMK - the National Gallery of Denmark, Copenhagen (2023 and 2015).
She is a recipient of the Carl Nielsen Talent Award and scholarships from the Danish Art Foundation and Fulbright. She was selected by the The Danish Arts Foundation to take part in their career development program 'The Young Artistic Elite' from 2020-2022. In 2022, she created the decoration Lutter Ører for Helsingør Health Center. Her works can be found in public collections including Fuglsang Art Museum, Copenhagen Municipality Art Collection, 1000 Scores (digital collection), Museum for Contemporary Art Roskilde (digital collection), Horsens Art Museum and the New Carlsberg Foundation.
