For their studies in Finland, non-EU/EEA students need a student residence permit (student visa).
You can start the student residence permit application online once you obtain your official letter of acceptance.
Remember that as part of this procedure, you must personally visit a Finnish embassy or consulate. Begin your residency permit application as soon as possible, carefully following the guidelines and regulations of the immigration authorities, so that you can obtain your permit in time before the start of your course.