The details below are based on Finale 27 and Windows 10
Unlike Sibelius there is no direct export from Finale to video which can show the music, with a scrollbar being used for showing the playback position during playback. An export to .mp4 format (using either midi or VST playback so it is as flexible as possible) would be beneficial in this instance. This would be particularly useful on websites where music examples (with composer's or arranger's permission) could be accessed via an appropriate link on the web page. In the absence of an .mp4 (or other video format) file the only other solution, particurlarly now that Finale Notepad has been discontinued as a free download a number of years ago, is, for each example, to create both a .pdf and an .mp3 file (with in some cases if you use VST sounds first creating a .wav file then using a program like Adobe Media Converter to produce an .mp3 file from the .wav file). This extra work is very cumbersome and needs 2 files instead of only one if the Video export could be used instead (like in Sibelius). Adding this feature would be beneficial for these websites and could also be helpful in promoting Finale.