This video demonstrates how to take your Finale to a multitrack audio recording in Audacity.
If you are considering buying Finale, be aware that there are several different versions (Songwriter, PrintMusic, and the Full version) with different features. I am using the full version in this video. Check for the features you want before choosing a version. I believe that the same is true of Sibelius.
Also, please consider purchasing through Amazon with my affiliate link. The Amazon price is MUCH lower than the manufacturers price (at least at the time of this writing), for both regular and academic/theological licenses.
There is a free version of Finale called Finale Notepad. Fewer features than the other versions, but if it’s enough for your needs, the price is right.