To test Finale MIDI input:

1. Choose New>Default Document from the File menu.
2. Select the Speedy Entry tool.
3. Click the first measure and the Speedy Edit frame appears.
4. Hold down a note on the MIDI keyboard and type a "5" from the numeric keypad on your computer. (while keeping the note depressed).*
You should see a quarter note at the pitch you played. Any other result indicates a problem.

* A rest means you don’t have MIDI input.
* A different (wrong) note means that you have not checked "Use MIDI Keyboard" from the Speedy Menu