You can view MBA programs in Finland here and for scholarship opportunities, the Finnish state offers a great guide on scholarship opportunities here. You can also contact universities directly to find out if they offer any scholarships themselves, which they normally do.
You're right - I don't understand why everyone thinks that higher education in many European countries is free to people from all countries - especially costly programs such as MBAs. It would be a complete economic disaster for them to offer free MBAs to all of the Middle East and Asia. Citizens of these countries don't even get their MBAs for free - it's mostly just undergraduate programs (and sometimes masters) that are funded).