I set up the MIDI Artiphon Instrument 1 MIDI Controller guitar in 

MIDI STUDIO  and got a test response from my MacBook Pro . 

Next I followed the Finale instructions : 

Launch Finale>Choose MIDI/Audio > Device Setup > MIDI/Internal Speaker Setup. 

The MIDI Setup dialog box appears but when I click Device Setup  the MIDI / Internal Speaker Setup does not activate.  So then I went into the computer’s System Preferences and clicked on Sound and I saw my device and internal speakers showed … so why doesn’t internal speakers or MIDI Thru populate in my Finale under MIDI/Audio>Device setup?