Thanks for the extra information. My first suggestion is to re-read the information about installing the support files, the Library, XML, and template files. The documentation was created prior to the release of Windows 8. However, I don't believe those paths have changed. For verification, I'd review the Finale Help Guide.
Since you are new to Finale, it would be helpful to go through the tutorials that came with Finale and review all of the information regarding the Score Manager.
When you state that "VDL doesn't show on Finale 2014", can you be more specific? Are you able to see Kontakt when selecting a device within the Score Manager window? If you open Kontakt alone, outside of Finale, are you able to see VDL?