The sign for finished looks like you are pushing something away with your pinkies. Start the sign by taking both your hands opened up with palms facing you. Flick your hands around so that you end with your palms facing out.
Finished is the same sign as all done.
Finished is one of the signs I like to teach early. It gives your baby a way to signal when they are done with the food. So instead of them playing with the remaining food on their tray, they can signal when they are done. To teach the sign, at the end of the meal, I make the finished sign. "We are all finished."
Teach the sign finished at the end of meal, remember to say the word aloud. It's also good to remember that teaching baby contrasting signs is helpful in reinforcing the new words. Teach more along with finished, so baby can tell you what their state is.