This is ChessV, a GPL-licensed open-source program that plays Chess and some Chess variants.
Finesse Chess is a setup for Capablanca Chess which modern computer testing shows to be the most balanced Capablanca setup which existed in 2008. See the file Capa.html for a full discussion of Capablanca setups and why I prefer Finesse Chess these days.
To use the Finesse.sgf file, download ChessV 0.94 and place Finesse.sgf in the include/ directory, then choose “Load game” after starting up ChessV 0.94.
This software is provided AS-IS and I do not provide any support whatsoever for it.