Current versions of Finale can only directly address Native Instrument plugins - - that is, only plugins made by Native Instruments can be instantiated within Finale. This is due to contractual arrangement between MakeMusic (Finale's manufacturer) and Native Instruments. Nonetheless it is very easy to use Vienna Instruments sample libraries with Finale. The simplest way to do this is to use the Vienna Ensemble standalone as a host for Vienna Instruments and address Vienna Ensemble through the IAC ports available in Apple's Audio MIDI setup.
If you want to use Finale's Human Playback function, then you need to design your Vienna Instrument matrices to mirror those of Finale GPO - - i.e. with the same keyswitches set to activate the same articulations. Again this is simply a matter of identifying the keyswitches of the Finale GPO instruments and their corresponding articulations.
However this approach limits your articulations to those available in Finale GPO - - many fewer than are available in the Vienna Instrument libraries. If you are willing to forgo using Finale's Human Playback feature you can create visible and hidden markings in Finale that correspond to MIDI data points that change articulations within a Vienna Instruments Matrix. You can also assign Continuous Controllers to various parameters of the Vienna Instruments (e.g envelope shaping, velocity XFade (where instead of merely changing volume of a single sample, you change from one velocity layer to another), etc.
If you choose not to use Finale's Human Playback, you will be using Finale's MIDI Tool a great deal. For this reason, I'd strongly recommend that you upgrade to Finale 2008 as the Mac version of Finale 2007 has a bug which makes operations within the MIDI Tool window painfully slow. This bug was fixed in Finale 2008. Also, if you are not using Human Playback, you might want to change the playback values (velocity) for Finale's dynamic markings - - or to set them so that they have no playback values and use the MIDI Tool to set the velocity values appropriately.
One other point: all versions of Finale that are capable of using Native Instruments Plugins (Finale 2006, 2007 and 2008) misidentify VE as a Native Instruments product and attempt to validate it every time you open Finale. Running under OS 10.4.11 this process can take several minutes and may result in a crash, running under OS 10.5.x the process is much quicker and does not (so far in my experience) produce a crash. To avoid this problem download the freeware utility Audio Units Manager, available at
http://www.audiofile-engineering.com/audiounitmanager/
This utility provides you with a control panel for turning plugins on and off and allows you to create sets of plugins for different applications. If you wish to use Vienna Ensemble with Finale, create a Finale plugin set with Vienna Ensemble turned off. Choose this set. Launch Finale. Use Audio Units Manager to turn Vienna Ensemble back on. Open Vienna Ensemble. Finale will not "know" that Vienna Ensemble has been turned on, but will be able to address it through the IAC ports.
All of this may sound more complicated than it really is in practice - - it's really fairly easy.
I hope this is helpful.