Hmmm I wouldn't recommend it... Better to get the bike on the train to Zug and cycle around lake Zug. It's about the same distance and a lot more enjoyable. The main problem is going over the Hirzel which will suck a lot of energy out of you specially since you will be faced with it right at the end of your trip.
Anyway in case you do decide to cycle, here is a route I would suggest, and if you don't fancy the trip over the Hirzel just take the train back from Horgen or head over to Rapperswil.
Link to google maps route