What, you mean actually realise bass figures into a playable right-hand? 

Firstly, Finale has no 'understanding' of figured bass: the symbols are either entered as lyrics or as chord symbols. To get Finale to understand that the characters 5 and 3 in lyrics when styled in a Figured Bass font, means D and B when below a G, but G and E when below a C... 

Secondly, constructing a playable part is more of an improvisational art than an algorithm to follow. Most continuo lines are not complete - there are plenty of unspecified chords that must be assumed by context.

This is never going to happen with Finale, unless it suddenly becomes sentient. Dorico has built-in figure bass support, so it knows what notes are in a given chord, but even that is a long way off from auto-realisation.

I could not agree more.

However, there IS a solution.

It will give a keyboard part, but the keyboard part will not be a good keyboard part.

1) Create the Figured Bass with the Chord Tool.

Enter the chord symbols in a spare staff, preferably on its own independent MIDI channel.

You can use a ready made Figured Bass chord suffix library, or create your own.

2) File menu > Export > MIDI File…

3) Open the exported MIDI file in Finale.

The chord voicing will be lousy, and there may be some enharmonic inconsistencies, but the notes will be there.

As usual, Peter has a clever solution that will do what he says it will do.

This does assume that the user can understand figured bass and is not using the routine as a crutch. If one does understand figured bass and uses MIDI keyboard input, another semi-solution that occurred to be would be to copy the bass line onto the upper staff of a keyboard part and then use the repitch tool to replace the copy of the bass line with suitable chords.

Like Ben, I don't expect a useful automated realization routine is likely even if possible.

Better use dedicated software for that: https://www.capella-software.com/us/index.cfm/products/tonica-fugata/figured-bass-for-everybody/