How can I apply for scholarship in Europe (Finland)

First, apply to the school you want to study, if they accept your application, you will then have to take an exam, which consists of two parts, Math and English. Later you'll have an interview.

Ask my friend Akseli he is from finland.

For Helsinki University, here is good information:
https://www.helsinki.fi/en/admissions-and-education/apply-bachelors-and-masters-programmes/tuition-fees-and-scholarship-programme


And then Finnish national Academy For Education information:
https://www.studyinfinland.fi/scholarships/bachelors-and-masters-scholarships