How to open Finale files in MuseScore
musescore.com can convert multiple Finale files to MuseScore Studio at once. Simply upload a batch of Finale files, and you’ll receive the corresponding MuseScore files in return: https://musescore.com/score/finale/upload
Another way
To transfer your sheet music collection from other music notation software, use MusicXML. MusicXML is the standard exchange format for sheet music.
Most Finale versions (incl. the free Finale NotePad 2012) come with MusicXML export. In Finale, go to File→MusicXML→Export.
If your version of Finale can't export to MusicXML, or if you want a more accurate export, download the Dolet plugin.
Once you have a MXL or XML file, open MuseScore and choose File→Open... to load your file.