If your Mac can see the keyboard in Audio MIDI Setup.app, Finale can.

Like many old keyboards, the Roland PC-300 does not support Core Audio, you would have to wait for Roland to write drivers for Big Sur. Since the last drivers were written for OS 10.5 in 2007 so this is highly unlikely to happen.

According to this thread, you can use it through a standard USB MIDI interface.

https://discussions.apple.com/thread/2776706 

Most of the newer MIDI interfaces for Mac do support Core Audio meaning they don't require drivers.

Where do I select input.device into Finale?

Check Midi/Audio -> Device Setup -> Midi/External Speaker Setup.

Your keyboard should be selected in the left column (Input), and in the right column if you use the sounds of this keyboard ("Play Finale through Midi" selected and "Playback to Midi System" as well in this case).

With the MacOS, if there's only one keyboard, it will normally just work and Device Setup is for the many options one might have. Michel's advice is sound but you aren't there yet. That's ok.

The first nut to crack is getting the PC-300 to appear in Audio MIDI Setup.app found in the Utilities Folder—if it isn't there, no apps will see it either. You have two choices:

a) a compatible MIDI interface (probably anything new being sold nowadays but make sure you have return privileges just in case) or

b) a MIDI keyboard. If it has no sounds, you can use the Finale instruments, Core MIDI, any libraries you purchase or certain types that are free and compatible with Aria etc. If it has built-in sounds that you like, Michel has already shown you how to access them in the previous post.