Finnlines has instructions for foot passengers on its website:
It contains the following mention:
Please be aware that there is no walkway from the Lübeck-Travemünde
Skandinavienkai train station to the Skandinavienkai Terminal.
As a foot passenger you will be taken off the ferry in a mini bus and driven to the terminal building. From there regular busses run to Lübeck and Travemünde.
So you can go to www.bahn.de and plan a trip...
From: "Skandinavienkai Terminal, Lübeck""
To: Pretty much anywhere in Europe....
So there is no need to get to the train Skandinavienkai train station.
Note that for regional travel there is no need to buy tickets in advance, and since (as is common in Germany) the tariff system is mode-neutral you cannot even buy a ticket for the 7:39 train, even if you wanted to...