If the train is first, yes, the train is parked directly outside the ship. (at least on our cruise)
We actually did an independent excursion and one way van and caught the train back down, which I would also highly recommend. But the people doing just the train excursion had a very very short walk.
That said there appears to be more than one pier, so worst case you will have a very short bus ride. (Like it will take longer to get everyone on the bus than to actually drive the bus to the train.)