Dear @sh,
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.
https://migri.fi/en/asylum-in-finland
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
Melina
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.