Buying IPhone from overseas

Normally, yes.

But the big potential problem that you face is that if you buy the phone in Australia, you will have no warranty on the phone in Finland.

So, it is always best to buy a phone in the country in which you will be spending most of your time.

it would work unless sim locked to a carrier in the country, but the warranty would only be valid in the country so it would generally be a bad idea.