Running Finish Line requires a CONFIG.SYS and AUTOEXEC.BAT file. (See the Jan/Feb issue, Quick Tips, under DOS Tips and Set Up for instructions on how to set up these files.) You can start FINISH.EXE from your AUTOEXEC.BAT file. Alternatively, what I do is to create batch files containing my DOS applications in which I want to use Finish Line. In the batch file I load Finish Line, then the application, then I unload Finish Line.
If you have a desktop, you might want to install it there first to get used to its functioning and configuration screens.