Those are called Courtesy Accidentals. A quick search in the Help files will show you all the options you have.

Unfortunately, I can no longer find the link to the page online, only the ability to download them as a 2GB file. You can call it up from within Finale, however and do the search.

This is the link for F26, but this process has been the same forever.

https://usermanuals.finalemusic.com/FinaleWin/Content/Finale/ht-accidentals.htm?Highlight=Courtesy%20accidentals

Found accidentals in the user manual (after learning that was the correct term to use), but it really didn't explain how to create them with parenthesis until I used the link Mike Rosen provided.  Of course I first had to realize that you had to click on the word "simple" after clicking on the simple editing icon and also had to select the note to add the accidental to and use the P to create parenthesis.  But it did work!

Thanks for your help.

You're making it out to be more complicated than it is. If you are entering notes, enter it, and tap the P.

If you have already entered the notes, use the selection tool, double-click on the note to select it, and tap the P.