Nationals who are required to hold a visa must always be in possession of one when entering the Schengen area.
Foreign nationals who need a Schengen visa for travel to Finland are requested to apply it at the nearest Finnish mission. If you are a resident in the UK you should apply in the Embassy of Finland in London. In countries where Finland does not have a mission, another Schengen country is representing Finland in visa matters.
If you intend to stay in Finland for longer periods (more than 90 days) you will need a residence permit. There are exceptions to this rule for the citizens of other Nordic countries, EU and EEA countries.
As a rule, the first residence permit must be applied from a Finnish embassy within the applicants native country or alternatively in your country of residence. The Embassy will provide application forms and further information of the application process. The process itself and the final decision will be given by by the Finnish Immigration Service.
Check if you need a visa in the Schengen area and travel documents accepted by Finland