Edit: I talked to my wife last night about this and she said she doesn't recall it being too industrial. We both remember the train tracks across the street (probably where I got the industrial feel). Depending how much you pack, I'd probably plan on a very short cab to the cruise terminal. It was raining the day our cruise left and there was a huge mass of people waiting for cabs so we hoofed it, but we packed pretty lightly. Depending on how much time you have and if you want to get out of Copenhagen, the train ride up to Kronborg Castle is a nice day trip (if you're looking for shops and restaurants near Kronborg, don't go on Sunday as most everything is closed),
If you don't mind me asking, where is your cruise all going to?