If you would like to have your sound from Finale broadcast in a Zoom meeting, in most cases you will not need to make any changes in Finale at all.
When using Zoom, first make sure that the audio settings are set to Same as System. Most likely this is the same setup that Finale is using so you will want Zoom to use these settings too. YZooms audio settings can be found using the expansion arrow in the lower left-hand corner next to the microphone.
Next, you will need to share your screen with your guests using the Share Screen button at the bottom of the Zoom interface. When this opens, be sure check the box at the lower left-hand corner named Share computer sound.
After doing this, go to Finale (or launch it, if it is not already open) and the audio you hear on your end will be heard by all of your guests in the meeting as well.
If you are still unable to connect through Zoom, either with Finale's sound or the computer's sound at this point, you may need to adjust the Audio Setup settings In Finale.
Go to MIDI/Audio > Device Setup > Audio Setup. Set the Output and Input Device drop-down menus here to Zoom Audio, then click OK.