I don’t really use music notation software but rather DAWs, however if they can play using VSTs, I really like Noire from Native Instruments, the samples used are recorded from Nils Frahm’s own custom felt piano.

It’s not free (or even particularly cheap) but it’s popular enough I’m sure you can find it from not-so-legitimate sources if you knew where to look.

I don’t know any free felt pianos off the top of my head

Assuming that Finale or Sibelius can play through standard VST plugins, there are any number of felt piano libraries to choose from. I use Pianoteq, and while it’s not a dedicated felt piano plug, you can edit virtually any piece of piano hardware to your liking, including hammer hardness. That makes it a nice all-inclusive piano library for me. If that’s not what you want, I’ve heard good things about Noir.

Now, about using Finale or Sibelius to playback a PDF score, it’s sadly not that simple. The score would first need to be imported into their native format, with proper placement of all articulations, dynamics, hairpins, etc. Results vary. Greatly. You may find yourself in for hours of editing in order to get the playback you want. Just fair warning.