Which D#m scale to play for this song?

So I’ve gotten into improvising with guitar recently and I found some software that detects what key a song is in. According to that software, the song “Pipes Honour” by Nightmares on Wax is in D#m.

Now how do I know if that means I should be playing along the D# Natural (Pure) Minor guitar scale, the harmonic minor scale, the melodic minor scale, the pentatonic minor scale, etc.