McGinn's first-leg strike gave the Dons a precious away goal as the first leg in Skopje finished in a 1-1 draw.
But the Macedonians' snatched a late leveller to ensure the Reds have plenty of work to do in this week's second leg.
But Northern Ireland international McGinn is convinced home advantage will see Aberdeen through to a second qualifying round tie against Croatian outfit Rijeka.
He said: "There's no reason why we can't finish the job. They're a good side, but we know we are a good team as well. We know the players we have.
"We'd a good look at them and we know we will create chances and could score a few goals. We've got the upper hand with the away goal. We don't want to go defensive next week - we want to go and win the game. It's another one we're looking forward to and another step towards where we want to be.
"They were very good technically, good on the ball and well organised. They probably could compete in our league no problem, but we expect to kick on next Thursday.
"We have to use these games as much as possible to benefit us as the season goes on. But the most important thing is we want to stay in this competition as long as possible so we will be giving our all to do that."