"Fin-skor" and "fina skor" both work :). We have lots of compound words in Swedish. You can find some not so obvious ones here:
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.
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.