The Finale documentation page on Time Signatures has a section called "To create simultaneous time signatures" which describes the feature in question. However, the instruction provided looks more like a workaround for missing feature than the description of the feature itself: it requires 25 (!) steps from the user, five of which additionally contains phrases like "repeat this step for...". The instruction also suggests the user to do awkward faking of parenthesized time signature with Expression Tool and to play with font sizes in order to achieve the goal. The proper support for this feature must be implemented (or such an instruction to be moved into knowledge base as it clearly describes the workaround for a limitation in software, not a supported feature).