Hi there @kaura,
I am not certain if you can use Polylang to translate the strings into Finnish, I am unsure of exactly how that plugin works. If it updates the value returned by get_local() in WordPress, then standard plugin language packs shipped through GlotPress (or created by yourself and uploaded to your site) will be applied. There is not currently a language pack available for Finnish but you could submit the translations here: https://translate.projectdmc.org/locale/fi/default/wp-plugins/accessibility-new-window-warnings/
Hi again @kaura,
Applogies, earlier I shared the wrong translation link with you to a different one of our plugins, I updated the link by editing the post above.
I have good news, I just tested with Polylang and since the string is translatable it can be translated on the localized versions of each page. There is currently no Finnish language pack available, however, so you would need to provide those translations yourself. Available languages can be seen here: https://translate.projectdmc.org/projects/wp-plugins/accessibility-new-window-warnings/
Feel free to submit Finnish translations through GlotPress at the link in my last reply (it would be very much appreciated) – or create your translation po and mo file and upload it to your site.
Let me know if you need me link you to documentation about how to create your own translation file or point you towards the documentation about how GlotPress works.