Noteman says: See Adding chord symbols for a step-by-step tutorial overview.
The Chord tool allows you to create, move, and delete chord symbols in your score. These symbols are musically intelligent; they play back when you play back the piece, transpose when you transpose the music, and can be placed in your score automatically. You can even teach Finale to recognize nonstandard, complex, or unusually spelled chord symbols.
When you click this tool, the Chord menu appears. With Manual Input selected, you can type chords directly into the score, play chords into the score with a MIDI keyboard, or type chords into the Chord Definition dialog box to create or edit an existing chord in the score. See Chords and Chord symbols for full instructions.