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You're asking this question in the wrong place - it really belongs in "Notation", either Windows or Mac, according to your preference.
Having said that, your question shows a slight misunderstanding about what "MIDI" files are: unlike .WAV or .MP3 files, which contain representations of actual sounds, .MID just contain information about which notes are being played, on which of several channels, and with what velocity, together with other things like key pressure, pedal status, pitch bend wheel rotation, and so on.
A sequencer program - or Finale - can save music in this form, and can also play it back: but the file does not contain any sounds at all - any more than a sheet of printed music contains sounds. It simply contains the playing instructions (again, like a sheet of music), and how it sounds will depend on what you use to play it back.
If you create a Garritan-based Finale piece, and save it as MIDI, and I play it back using my Yamaha S90ES synthesizer, what I will hear is my Yamaha S90ES synth, not your Garritan sounds. Just like if you composed and printed a piece of music for Harpsichord, sent it to me, but I chose to play it back on a Steinway Model D piano.
Having thought about the above, actually saving MIDI files from Finale is easy: just do "File/Save As", and choose the "MIDI" format from the list of options presented to you.