A quote from Abraham Lincoln ?

Abraham Lincoln is one of those people to whom many sayings has been attributed and few can be verified.  As far as I'm concerned, any source attributing a quote to a famous person that does not give the exact time, place, and circumstances under which it was said is dubious at best.

One source you might check is the Papers of Abraham Lincoln project. https://papersofabrahamlincoln.org/  If you can't find the quote published by them online, they might be able to point you toward another relevant resource.  I can't guarantee they would take the time to answer such an inquiry but no harm in trying.

Strictly as a personal option, it seems rather improbable that he would single out one specific ethnic group when so many immigrants of many different ethnic groups were serving honorably in the war, but I'm not an authority on the topic.

Further research finds this:  https://www.duo.uio.no/bitstream/handle/10852/37031/Drevland_Master.pdf?sequence=1

Abraham Lincoln himself praised the Norwegians in Illinois when he said “Yes, I know the Norwegians from Illinois, most of them have made their way up, and no immigrants have served America as well as them.”10 He said this to a Norwegian painter who also fought in the Union Army in the Civil War. The painter was a man named Ole Petter Balling. According to a source signed only with the name Øverland (not Orm) from 1898, Balling was invited to the White House to paint a portrait of the President.

10 D.U. Øverland, «Grant og hans Generaler,» Folkebladet, unknown date, 1898. 228-229

So it does appear that the the quote is partially correct, assuming that the 1898 source (written so many years after the fact, in Norwegian, by someone other than the person to whom it was said) is trustworthy. 

According to the Smithsonian, Ole Peter Hansen Balling did sketch President Lincoln at the White House in the fall of 1864, so that part of the story seems reliable.  Put in the context of a private, off-the-cuff remark by an Illinois politician about an ethnic group well represented in his home state, to a person that was a member of that ethnic group, it becomes more believable. 

http://www.civilwar.si.edu/leaders_grantandgenerals.html