Felipe,Percussion can be a pain in Finale. You have 2 choices to handle the percussion part:
1) Select a standard 5-line staff for your percussionist. Notate the triangle on the top line and use the bottom lines for your drums. Since you didn't specify what drum(s) you were using, each individual drum should be notated on it's own line or space in accordance to their relative pitch (triangle is highest so it gets the top line, snare drum second highest so notate it in the middle, bass drum lowest so notate it towards the bottom of the staff). Make sure you giver a diagram of the percussion staff in the beginning of the score (where you list instrumentation) as to which lines correpond to each percussion instrument. When you want to use the xylophone, switch from percussion to treble cleff and notate the xylophone as usual. Note: It is helpful to the performers to have a "To Xylophone" or "To Bass Drum" etc... written at each instrument change to help them prepare.
2) Notate the xylophone on its own staff as normal. Then Create a new staff below it for drums and triangle only. Make sure to follow the instructions above for assigning instruments to lines and giving a note in the score. Then, when extracting parts, extract the xylophone and drums/triangle as a group and optimize your systems to remove the extra staves. This technique is probably a little more "messy" looking but will allow Finale to play back the percussion and Xylophone correctly.
As for the piano staves: Select the Staff Tool and grab the box on the lower piano staff (It will be on the far left). Now move the staff up or down to create however much space you need.
Auto Key-signatures is something that FInale doesn't recognize. Instead, put all your accidentals in and then select Mass Edit and highlight the region of music you want to add a key signature to. Go to the mass mover menu and select Change... Key signature. Change the key signature to the key you diesire (or whatever gives you the fewest accidentals) and make sure you select the "Hold notes to origianl pitches" option.
Good luck,
Dan