Hold Alt + U, a ¨ character will appear with underline
Release Alt + U, continue typing either a to get ä or o for ö
Alt + A for å
FinnWordNet - the Finnish WordNet | Kielipankki
FinnWordNet contains words (nouns, verbs, adjectives and adverbs) grouped by meaning into synonym groups representing concepts. These synonym groups are linked to each other with relations such as hyponymy and antonymy, creating a semantic network.
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Official explanation of Finnish grammar concepts from the Institute for the Languages of Finland.
Use the Finnish keyboard. If you can't then use the compose key capability of MacOS:
Hold Alt + U, a ¨ character will appear with underline
Release Alt + U, continue typing either a to get ä or o for ö
Alt + A for å
Either use the Finnish keyboard or long hold the a and o keys.