Noteman says: See Using 3rd party VST/AU libraries with Finale and PrintMusic to learn how to set up VST.
Steinberg's Virtual Studio Technology (VST) is an interface for integrating software audio synthesizer plug-ins such as Finale's included ARIA Player for Garritan Instruments for Finale sounds. Finale supports both VST and VST 2 instrument plug-ins. VST and similar technologies use Digital Signal Processing to simulate traditional recording studio hardware with software. Thousands of plug-ins exist, both commercial and freeware.
You can assign instruments and effects included in VST plug-ins to Finale channels using the VST Banks & Effects dialog box.
To specify the locations that Finale should search for plug-ins, use the Manage VST Plug-in Directories dialog box.
Configuring instrument playback
Editing banks and players