Hello Jet!
Could it be, that Vienna Ensemble is not activated in your Finale Manage Audio Unit Plug-ins menu?
If it doesn't even appear there, I suggest a full uninstall of Vienna Instruments, Vienna Ensemble and VE Pro.
Delete all Vienna Instruments files with the help of the application ViennaUninstall and all Vienna Instruments and Vienna Ensemble receipts (.pkg files) from ...LibraryReceipts
Trash also the Preferences files
-com.vsl.vsldirs1.plist
-com.vsl.vslfrontend.plist
-com.vsl.appPresets.plist (if this one is not there, please do not worry!) from Macintosh HDLibraryPreferences
Empty Trash and RESTART your computer. Then repair permissions with help of the tool disk utility.
Please note that normally a simple ViennaUninstall and restart, before the new installation would do, and all the other steps are only necessary, if you are facing trouble.
After that please reinstall Vienna Instruments and Vienna Ensemble.
I hope this helps.
Best,
Andi