Jake,Here is how I would do it:
I suppose that each part is a one staff part. But since you just want to listen to them, you could just as well create a new document with two staves. The Finale playback has problems playing several staves simultaneously.
1. Open the first part.
File menu > Save As...
This is going to be your new document with two staves.
Give your new document a name and a place in your folder hierarchy, and hit Enter.
Now you have a perfect copy of the first part. All you need is a second staff with the other part.
2. Staff Tool
Switch to Scroll View and double-click below the first staff. This will give you a second staff below the first staff.
Double-click the second staff and set the staff attributes the way you want them (first clef, display of Measure Numbers, display of Endings and Text Repeats, a. s. o.). Hit Enter to return to your document window.
3. Open the second part and copy its contents to a clip file.
4. Return to your new two-staff document and paste the contents of the clip file into the second staff. Read the online documentation for details on using clip files.
Peter