Hi all, we're stuck in finder app on Mac

Welcome to the Apple Support Communities!

I understand you are unable to shut off your Mac which is running OS X El Capitan. While the computer is still running, the first thing I would suggest is to make sure you have a Time Machine backup on an external drive. Then, try these steps to shut down your computer.
1). For each active application that you have running, first be sure to save whatever documents you are working on, then quit the app. If for some reason an app will not quit, make a note of it, and then Force Quit the app.
2). When you have closed all of the open apps, try shutting your computer off from the Apple Menu. Apple > Shut Down.
3). If the computer does not shut down, make a note of any error messages you see. In the Finder application, eject any external drives that may be connected, and unplug any peripheral devices (printers, etc.).
4). Press and hold the Power button until the computer turns off.
When you are ready to turn the computer on again, make sure the computer is plugged into an electrical outlet, and try starting up in safe mode first. Then run Disk Utility to determine if there are any issues with your internal hard drive.
I'll include some resources below to help you with this. Please reply to this thread if you are not able to turn off your computer or have seen error messages in the process. Please also provide more information about which Mac computer you are using, and more details regarding when this issue started happening, and we'll do our best to help you.
How to use Time Machine to back up or restore your Mac
How to force an app to quit​
How to turn your Mac on or off​
Use safe mode to isolate issues with your Mac​
About macOS Recovery​
Take care.

Might be a corrupt .plist.

Do a backup, preferably 2 backups on 2 separate drives.

Go to Finder and select your user/home folder. With that Finder window as the front window, either select Finder/View/Show View options or go command - J. When the View options opens, check ’Show Library Folder’. That should make your user library folder visible in your user/home folder. Select Library. Then go to Preferences/com.apple.finder.plist. Move the .plist to your desktop.

Re-launch Finder by restarting the computer and test. If it works okay, delete the plist from the desktop.

If the same, return the .plist to where you got it from, overwriting the newer one.

Thanks to leonie for some information contained in this.