To install your Yamaha keyboard on your mac you will need to use a USB to Midi driver so your mac can understand the signals coming from the keyboard.
If you follow this link and scroll down to your OS version you can download the latest build Yamaha USB to Midi driver http://www.global.yamaha.com/download/usb_midi/ once you have it installed connect your Keyboard and it should be available as a Midi device in your software.
Let us know if you need more info.
Glad to hear Finale now sees the hardware.
In Finale we need to make sure that your Yamaha is selected as the Midi input device by opening Finale then going to the MIDI Menu.
Choose MIDI Setup and under input device select your Yamaha keyboard.
Once you have done that let me know what happens.