The Gaelic word "caoin" (pronounced as in "keen") doesn't actually mean "gentle." It means "gentle" *only* in the context of weeping or lamenting—it means "soft," "low," or "tender" in reference to crying. So, it's not a general-purpose word for "gentle."
The pronunciation is keen. The "c" is a hard "k" sound, and the "oin" rhymes with "keen."