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 United Kingdom you should apply in the Finland Visa Application Centres in London, Manchester or Edinburgh. In countries where Finland does not have a mission, another Schengen country is representing Finland in visa matters.
Check if you need a visa in the Schengen area and travel documents accepted by Finland
If you intend to stay in Finland for longer periods e.g. studying or working (more than 90 days within any 180 day period) 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. To submit your residence permit application in the United Kingdom you must book an appointment with the Consular Section. The application process itself and the final decision will be given by the Finnish Immigration Service.