"Fin-skor" and "fina skor" both work :). We have lots of compound words in Swedish. You can find some not so obvious ones here:
And then there is the term "finländsk" if you want to make the definition that something or someone comes from Finland but is/does not speak Finnish. Someone who comes from Finland but speaks Swedish as his mothertongue may refer to himself as finländsk but more often as finlandssvensk.
There's no need to be terrified, it does not attack unprovoked :). It might be good to have a basic knowledge of grammatical terms before tackling it as the grammatical structure differs from most other European languages. Forming those words is like an intriguing intellectual-logical puzzle.