Since Finale became Unicode-aware in 2012, the methods have changed. I use Mac, so I can't be any help. You might want to post this on the other forum, at forum.makemusic.com.
I'm sure someone there will have the solution.
This is from the Windows user manual:
Finale supports use of foreign language keyboard settings. Use an alternate keyboard layout to type directly into Finale (consult your computer operating system's documentation for instructions on setting up this feature).
How to change lyric font AFTER input?
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