Depends on what kind of items you want to number. There are always a couple of ways to get things done in Finale.If you want to put them in the score, and have them attached to the right places on extracted parts, then you'll want to use the Expression tool and create a measure-attached (not note-attached) expression.
1) Choose the Expression tool; double click on the measure that will be numbered.
2) Create the number with your desired formatting & choose "Select;"
3) Another dialogue box comes up where you can select (or create) a new staff list, specifying how the number should appear (only in the score, in the score and all parts, only in certain parts, etc.).
4) Before extracting the parts, make sure that your staves are set to show measure expressions (via the staff tool & staff attributes dialogue, which comes up when you select the staff tool and then double-click on a staff).
Hope this helps