The template files should go here: Library -> Application Support -> MakeMusic -> Finale 26 -> Music Files -> Templates
The XML files are where they should be.
Also, make certain that you open one of the template files and review the Score Manager settings are good. Especially you should have the MIDI Maps column visible. It's on the far right of the upper box. If you review the ReadMe starting with page 7 - Installing the Finale 2014 VDL Files and continue through Working with Finale Templates and Percussion Functionality in Finale.
The XML files are where they should be.
Also, make certain that you open one of the template files and review the Score Manager settings are good. Especially you should have the MIDI Maps column visible. It's on the far right of the upper box. If you review the ReadMe starting with page 7 - Installing the Finale 2014 VDL Files and continue through Working with Finale Templates and Percussion Functionality in Finale.