It sounds like you are using the Simple Entry Tool, and don't have the Rests Palette showing.
You can show the Rests Palette via the View menu.
When entering Simple Entry notes via the computer keyboard, you can turn a selected note into a rest, by hitting the letter R key.
When entering Simple Entry notes via the computer keyboard and the Simple Entry caret, you can enter a note by hitting the corresponding letter key: hit the letter A key to enter an A, &c.
You can enter a rest instead of a note, by hitting the number 0 key.
By The Way, I recommend that you take the time to study the tutorial document EntryExercise.MUS which you can find in the folder Tutorials.
Unlike the NotePad programs, the full Finale also has another entry tool, called the Speedy Entry Tool.
For some tasks you might find Speedy Entry more useful than Simple Entry.
Finale 2011c, 2012c and 2014c, Mac OS X 10.9.3, Dolet 6.4 for Finale, Finale user since 1996