First of all, see if you can hear sound in other applications, such as playing YouTube videos in your browser. If you don't hear any sound, check the status of the Bluetooth speakers/earphones which are set as the audio output destination, and/or whether the computer's speaker output is muted.
(It's a familiar story that actually the sound was coming from the Bluetooth earphones in your desk drawer.)
If there is no sound only from Finale, open "MIDI/Audio Menu>Device Setup>Audio Settings" and check if you can hear a test sound when you click the "Audio Check" button.
If you don't hear the test sound, check the settings in this Audio Settings dialog box. For the Windows version, if ASIO or WASAPI is selected as the audio driver, sound may not be coming out, so it is better to use DirectSound instead.
The output device is your choice, but if there is no sound, select the "primary sound driver" or the speakers originally installed in the computer, and perform "audio check" again.
If you can hear the test sound but not in playback, it is most likely a problem with the settings in that particular file. In this case refer to the article below.
▼Finale: Playback is not possible (no sound)
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As a problem specific to Finale on macOS, after launching another application that handles audio, such as Zoom or Microsoft Teams, the audio device for both input and output in the audio settings on the Finale automatically switches to those ones.
In that case, you won't hear sound from Finale unless you switch back to "MacBook Air speakers" etc., but since you don't change the setting on your own, it may be difficult to notice the cause.
An easy solution is to uninstall any of these applications if you don't use them. However for example Microsoft Teams, even if you uninstall "Microsoft Teams.app" by taking the normal uninstalling procedure, it will remain as Finale's audio input/output device on the dialog box.
In that case, delete the following folder and restart your Mac, then you won't see it on Finale anymore.
Macintosh HD/Library/Audio/Plug-Ins/HAL/MSTeamsAudioDevice.driver
There are a wide variety of reasons why music notation software does not produce sound, such as the user's OS and/or application settings, relationships with other applications and/or drivers, individual file settings, and so on.
It is not easy to create a unified troubleshooting, but in most cases, it can be solved by narrowing down the cause while checking the situation, so we recommend to get started with checking an accurate situation first of all.