When opening earlier versions of VDL templates for Finale on a Windows computer, you may see a message like this:
"This Document has been saved on a Mac to request an Audio Unit plugin named: Native Instruments: Kontakt Player 2 on bank #1. On your current platform, this bank will not have a plugin loaded on it unless you choose one from the VST setup dialogue."
This message means that the Finale version of this template was made on a Macintosh and you are opening this on a Windows computer. The only way around this, unfortunately, is to skip through these messages, load the VST version of the player, load the desired instruments that you need into the player, and then re-save the score as your new Template.
For information on how to use VST plug-ins within Finale, refer to your Finale documentation.