From what little I know of Thrawn, I kind of get the impression that he’d just radio the Maru’s crew and tell them that they should have stayed on their side of the border.
He’d lecture one of his subordinates on art, and then give a practical demonstration by defeating the entire Klingon armada using one ship, a tractor beam, a painting of Kahless, and four ysalamiri.
Easy. He’d call up the information on the Kobayashi Maru on his computer, determine the ship was of little tactical value, and leave the poor bastards to their fate.
Cannon states that the scenario is designed to have no optimal outcome. Kirk cheated because he had to do so in order to win.
Barring cheating there is no way to win the maneuver. You attempt the rescue you die with the Maru’s crew. You engage the enemy you and they also die. You hang back the crew dies and you risk the branding of a coward.
If Thrawn was displeased with the scenario, a Noghri assassin would make quick work of the simulation operator.
I agree that Thrawn would not attempt a rescue of the ship. If he had more influence, it would be revealed that the Maru was a diversion from the main force attack, or a mask for an infiltration of the Klingon Empire.
Anyone attempting to call Thrawn a coward would meet a Noghri presently.
The basic fact, though, is that Thrawn would not associate with the Federation or Starfleet. If dropped in the Trek universe he would find an appropriate place to take over and build his forces.
There is only one Star Wars character who would beat the KM and he would beat it the same way Kirk beat it. I am speaking (well actually I am typing) of Han Solo.
Thrawn would not win. The computer would just create more and more ships. The computer ships do not take as much damage as ‘real’ ships and they inflict more damage than ‘real’ ships. The computer never runs out of ships.