1) You have to use Document -> Manage Parts - Generate Parts. They will appear in the menu Document -> Edit Part.

The score and the parts are part of a single file.

2) The parts are linked to the score and can be edited (via Edit Part). By default, a change in the score applies to the 'linked part". Modifications in a part do not transfer to the score.

Don't use the "Extract Part" command in the File menu (99 % of the time), as it will generate separate files without any links with the score.

3) Print parts and score as pdf files and use Preview (or another program) to merge the pdfs into a single file.

This is a basic explanation to get you started.  Welcome to Finale ;)

A) There is seldom need to extract parts to individual Finale documents.

Instead, use the linked parts (which are kept in the same Finale document as the score):

Document menu > Edit Part > …

If the linked parts have not yet been generated, go to

Document menu > Manage Parts…

Anyway, even if you need to extract parts to individual Finale documents, you can not avoid generating linked parts since the extracted parts are based on the linked parts.

To extract parts (= to create individual Finale documents):

File menu > Extract Parts…

B) To create a PDF file from a part:

While viewing the part,

Graphics Tool.

Graphics menu > Export Pages…

In the dialog box Export Pages there is a pop up menu where you can choose various file formats, including PDF.

To merge the individual PDF files into one PDF files, use the Quick Action:

In the Finder, select the PDF files (e. g. via Command-click).

Then, Ctrl-click the selected. The context menu appears.

In the context menu, choose the Quick Action > Create PDF File…

In the resulting PDF file the individual files will appear in the sorting order from the Finder window, e. g. sorted alphabetically.

C) To edit a linked part, go via the Document menu, as described in A) above.

To edit a part extracted as a Finale document, open that very Finale document.

I am a new finale 27 user ....

I assume that means you were a Finale user at one time? If you were using an older version where you did have to extract parts that has changed now. Linked parts are so much better. MM has left the ability to extract parts in the odd case where someone just might rarely have to do so. I suspect some find a use for it but since linked parts has been a Finale feature, I have not used it.