Yes, you must have a PostScript driver installed in Windows (but you don't need any printer, and that's the point).In Finale:
Select the ps-driver/printer in the Printer setup dialog box (File menu). Then go to Compile PostScript Listing (File menu, too). When you click on Compile you are asked for a filename, and then it's finished.
This isn't difficult. But perhaps your problem is to install the PostScript driver in Windows. I'll try to help you.
In Windows 95/98 open the Printer folder (Start menu, Settings, Printers) and doubleclick on Add a new printer.
When you are asked to select your printer I suggest that you choose one of the Apple LaserWriter printers. (All Apple printers have the PostScript-feature.) Maybe you are asked to insert your Windows installation CD-ROM or disk. Then choose the LPT1-port and you do _not_ want this as default printer. Finally you don't want to print any test page.
I hope this can help you. There are many things that could give trouble, but I wish you good luck!
/Anders Feldt