Finale allows you to copy and paste or insert across documents just as you would copy within the same document. (See To copy and paste using the clipboard). You could use these methods to merge two or more documents manually. However, if you would like to combine two or more separate files, such as several movements of a piece into a single document, there are many additional considerations beyond the musical elements that can be copied including measure numbers, staff settings, Score Lists, pagination, and more.
Finale includes a tool called Score Merger specifically designed to allow you to combine several files into one automatically.
To combine files with Score Merger
Note. Score Merger also allows you to merge files vertically. To combine several parts into a conductors score, see To merge part files into a score with Score Merger.
There are a few more details to bear in mind while merging files with Score Merger:
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