The simplest way to embed a finder with PHP is to enable the 'provide block' option and use code like so:
print theme('block', finder_block('view', 'finder_X'));
Where X is the finder id integer (which you can figure out from the URL of the admin pages).
If you need more control than this, consider looking into the functions:
theme('finder_block'). You should also check
user_access('use finder'); to see if the user has permission to use the finder in these cases, as it is not done automatically like when you embed the block.
Embed finder into a node
If you want to easily embed a finder in a node, try the Block reference module.
More discussion about embedding finders here: