Welcome to the forum!

We need more info from you:

1) Windows Finale or Mac Finale?

2) What are you trying to achieve?

How are you trying to do it?

What happens when you do that?

What doesn't happen that you expect to happen?

3) What steps have you tried that didn't work?

You won't be able to "copy and paste" a selection of measures straight into Word, because Finale's internal representation of music is not a format that Word understands.

However, if you can export a graphic from Finale, then Word should be able to import it. Did you successfully export a graphic image file, or not? I'd recommend PDF over other formats, for better clarity of image, particularly if it is scaled on the page.

It's worth saying that Dorico's "graphic slices", where you can save multiple selection areas and repeatedly export any of them, is extremely useful for creating illustrations of this kind.

In Windows 10 I use this method all the time, very quick and simple:
with the Snip+Sketch tool (Win logo key+shift+S) you can precisely select any area you want to turn into a graphic, then go to your Word file and past it in with Ctrl-V. You could also first save it in any of several formats (GIF, JPG, PNG), to retrieve it again later to insert wherever.

Graphics tool.

Double click to draw a rectangle.

In the menu, select Export Selection and select a file type (pdf is fine).

Import the image into Word.

With Mac OS use shift+cmd+4, draw a box around t the area you want to copy, and press the mouse key. Then use Esit…paste in Word.
Windows 11 has a snipping tool to do the same thing.
You can use the support websites for Apple or Windows for more information.

A screenshot will look terrible compared to a vector image, particularly if printed.

It depends on the goal. I use screen shots all the time. Vector graphics can be more accurate if meant for publication. 

In Word, after you Paste or drag the graphic onto the page, click on the bottom right corner to resize. Double-click on the graphic, use the Wrap Text tool and select Tight to be able to move the graphic anywhere on the page—this will ignore document margins which I find quite useful. When printing, you might get a warning that your document is too large for standard margins—I ignore that as my printers will print anyway.