Sorry for the delay in responding. The following steps should get you up and running.
1. Under the MIDI/Audio Menu, check "Play Finale Through VST/Audio Units" (VST if you're using Windows, Audio Units for Macs)
2. same Menu, Open VST/Audio Units Banks and Effects and set Bank 1 to either Kontakt Player or the full version of Kontakt, which ever you're using. You can also check the box for bypassing the Garritan Ambiance reverb. For general writing and listening playback this removes any reverb setting.
3. Under the Windows Menu, open Score Manager and do the following:
- the Device column should be set for either the Kontakt Player or full version, whichever you chose in step 2. It may be set already, if not then click in the row for each instrument individually and set.
- for the Sound column, click Edit Player. The Kontakt/Kontakt Player should open and allow you to load the VDL instruments
- use the Channel column to verify that the MIDI channels used in Kontakt/Kontakt Player match those with the Score Manager
- use the Perc MIDI Maps column to assign the Percussion MIDI Maps.
- once you've set the Map for an instrument go to the lower right corner of the Score Manager and click the Settings button for Notation Style. It should read "Notstion Style: Percussion (button) Settings (button). Now select the Percussion Layout for that instrument.
Let me know if this solves the issue and if you have any further problems.