1) Finale v26 has built-in MusicXML support.

Do you really need the plug-in?

2) If the plug-in is properly installed, then it should appear in the Plug-ins menu.

I looked in all of the menus but did not see the MusicXML option.

Did you see an XML option? Usually that leads to a choice of which kind of XML export one desires.

Okay, now I see it.  Under the FILE menu, choose EXPORT.   One of the options is XML.

Thank you for your assistance.

If you are exchanging MusicXML 4 with a Sibelius user using the Dolet 8 plug-in, that will require Finale 27. Dolet 8 does support v. 3.1, however as does Finale 25.4 and 26. Most other apps support xml 3.0.

Knowing this might save you some time.