Choose a percussion MIDI map for input. If you are using one of Finale's included sound banks for playback, choose Match Input Map to Output Map. If you do not see the desired Percussion MIDI Map, you can define one specifically for use with your external MIDI device. See To setup an external MIDI device for percussion input & playback.
Click OK to return to the score.
If you are using your external MIDI device as a controller only (and do not wish to use its sounds), choose MIDI/Audio > Device Setup and ensure MIDI Thru is checked so Finale performs the percussion sounds designated for the staff in the ScoreManager during entry.