The answer is that it depends. Let's take the simple way first. If your MIDI score involves just one "voice" (say piano) then, you can set up a piano score on Finale. Once you open up that score, you go to hyperscribe, which is how you would enter the MIDI notes from your keybord. Follow the normal hyperscibe directions (highlight the first measure) and select a click and countouff tempo which matches your stored piece and start playback. Now to do this you have to make certain that in the playback mode, your controller is putting the data out via the MIDI connections, and some in playback mode don't. Check the owner's manual for your controller.
The hard part is doing a MIDI Sync (i.e. syncing the beat source of your midi data (controller) to hyperscribe) otherwise it's a real hit or miss operation. To my knowledge, what you have to do is add the "click and countoff" marker to the beginning of your recording in your controller, with two empty measures. Whatever you choose in Hyperscribe to begin the click and countoff, add that to your recording on the controller, then, rest for two measures.
Your controller will then send the message to Finale that you're ready to record in Hyperscribe, and the Finale two measure countoff will begin. Then after the countoff measures, Finale should start receiving data. This sounds like a lot of work, but is probably the most reliable way to get Finale to sync with your controller.
Now, if you have multiple voices (say a piano and voice line) remember that Hyperscibe is going to put everything on one line. So, you'll need to playback (in my example) one pass for piano (no voice) and one voice (no piano). I don't know of any other way to get multiple lines into different scores of Finale.
And remember that in Hyperscribe you're recoding to one layer at a time, so you will probably have to edit some of the final product if (for example) you are doing a piano part with different rythem in one hand (half note against quarter etc...)
If all of this sounds confusing, go to the video lesson on hyperscibe (on the disk that you got with the program.) The lesson is great in showing how to use MIDI with hyperscribe. You'll probably want to experiment first, but it's not as hard as it sounds.
