Yep you are on the right track!
With a retrovirus you can reverse transcription, so you would go from mRNA to (c)DNA. The MRNA will be digested by reverse transcriptase, and a complimentary strand to the mRNA will be made= cDNA. Then DNA polymerase will help the cDNA double-stranded. The cDNA is the DNA without any introns as it come from the mRNA that already had them removed.
It still follows the central dogma, just with the adjustment of no introns so you refer to it as cDNA.