I'm not familiar with Cinnamon, but it should be possible to enable your Scroll Lock key.
First, we need to see if you have a spare keyboard modifier slot. Run:
xmodmap -pm
That will print a list of your current modifier setup. Hopefully, one of those lines won't have any keys listed; generally that will be mod3. Assuming that's the case, you can enable Scroll Lock with this command:
xmodmap -e "add mod3 = Scroll_Lock"
Your Scroll Lock LED should now respond to Scroll Lock key presses.
If that works, you probably want X to do that automatically whenever it starts. There are various ways to do that: it can be done on a per user basis, but for something like this I think it makes sense for it to be set globally.
But I've never done this before myself, so I'd better test it before giving further details. :)