Whether your USB port is to lead to a digital amp or used to export MIDI would be described in the user manual for your guitar. That would be where to start. You need to find out whether each string broadcasts on a separate MIDI channel, etc. That will help you determine how to input your music into Finale or a DAW (Digital Audio Workstation).

USB-equipped guitars open up a world of possibilities! To record and convert to a musx file, you can use digital audio workstation (DAW) software. Audacity is a free and user-friendly option. Simply connect your USB guitar, select it as the input in Audacity, hit record, and play away. Once recorded, you can export the audio and use music notation software like Finale to transcribe.

It looks like the OP is wanting to avoid transcribing, and actually have what they are playing turned into notation. The standard cautions about Hyperscribe are still valid, and I've been told that the overtones from a guitar add another layer of complexity.

CodaMusic stopped pushing this as a feature when — Finale 2012, earlier? It didn't really work, neither did the special microphone recommended for singing or playing your flute — yes, really.

Many DAWs now convert audio to MIDI. It needs to be edited and quantized before export or the resulting import and conversion to notation will be a mess.

Most DAWs will recommend exporting the results via MusicXML to preserve the nuances that escape MIDI export/import with a major exception: ProTools does not support MusicXML — Avid wants you to convert to Sibelius first which does and export the .xml from there.

Does the MIDI export/import affect the sound quality in a negative manner?

MIDI has nothing to do with sound at all. It is like a player-piano roll of all that tells whatever VST (synth) you choose to play certain notes at certain times. The quality of the sound depends on the quality of the VST sound set you use with the MIDI code.