Unfortunately, the format of what got pasted in the clipboard when you paste from Finale is unknown. Finale is a closed source software and this information is not public. It's one of the main difference with MuseScore, being open source software.
That being said, you can export a Finale file in MusicXML from Finale and open the MusicXML file in MuseScore. And then from there you can copy music from this score in MuseScore to another score in MuseScore.
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Unfortunately, the format of what got pasted in the clipboard when you paste from Finale is unknown. Finale is a closed source software and this information is not public. It's one of the main difference with MuseScore, being open source software.
That being said, you can export a Finale file in MusicXML from Finale and open the MusicXML file in MuseScore. And then from there you can copy music from this score in MuseScore to another score in MuseScore.