Apple Logic Pro /LogicExpress Discussion

hi, everyone, i am taking my first steps into logic express and need
all the help i can get.
here is what i need or want to do but dont know how, despite the faact
that i have gone through the manual an getting started doc.
i have orchestra scores that i have done in finale and want to be able
to take advantage of the inmense possibilities offered by logic to
produce first class recordings from them.
this is how far i have gone: i have transformed (saved) some of the
scores into midi files which i have opened in logic with no problem
whatsoever until i try to listen to them, i get no sound - yes, i know
midi does not produce sound by itself- ... i dont know to make my midi
finale files to produce audio in logic.
i would appreciate a step by step explanation on how to achieve this.
i am on a Mac G5 with four gigs of ram and about a 1000 gigs of hard
drive space.
thanks in advance for your help.

pinineco