Open Finale, and when the Launch Window appears, click "Setup Wizard." If Finale is already open, simply click on the File menu, highlight "New," then click "Document with Setup Wizard." This will open the Setup Wizard, which allows you to format the document.
Leave the settings as is in the "Select an Ensemble and Document Style" page, unless you are certain that different settings are appropriate. Click "Next" to go to the "Add or Delete Instrument(s)" page. Look at the print music and make note of the instrumentation; add each of these instruments to the Finale document by clicking on each instrument, then clicking "Add." Use the arrows in the far right panel to arrange the instruments in the order found on the print music. When you are finished, click "Next."
Enter any relevant textual information, such as the title and composer of the piece, into the appropriate fields of the "Score Information" page, then click "Next." If you want the Finale document to look exactly like the print music, only enter information found in the print music; otherwise, enter all of the information you know.
Copy the time signature, key signature, tempo and pickup measure length (if any) from the print music into the "Score Settings" page. Click "Finish" to exit the Setup Wizard and open the document. Keep in mind that the time signature, key signature and tempo are only the initial settings; if the print music contains a change in any of these midway through the piece, you can insert one later.
Copy the notes and rests from the print score to the Finale document. A note or rest can be drawn by clicking on the appropriate icon in the toolbar, then clicking in the measure you wish to place it. Depending on your personal preference, you can either draw in notes one measure at a time, or one instrument at a time. If necessary, add measures by clicking on the Edit menu and selecting "Add Measures." If you come to a time signature, key or tempo change, simply select the corresponding icon in the toolbar, and a window will appear to help you format it correctly.
Copy dynamics markings, ornamentation and text notes from the print score to the Finale document. Finale allows you to drag and resize most items, so it should be fairly easy to re-create the look of the print music. When you are finished, save the Finale document.