thank you for sharing your question with the Wefugees Community!
Unfortunately I don´t have any knowledge about the Finnish asylum system but I looked your question up online and I found this link very helpful. It explains the different steps of the asylum procedure in Finland in English, but also provides additional information in various languages.
In there it says that as soon as entering Finnish territory asylum seekers should contact Border Control/immigration staff and express their asylum claim towards them.
I am sorry I can´t provide you with any more information but maybe someone else from the Community can!
All the best
Note: Please keep in mind that we can´t provide qualified legal advice via the internet and that any information given can´t replace such legal advice.