If you need a visa to enter Finland, you should apply for it at your home country before leaving for Finland. You can check this page to find out what travel documents you need to enter Finland. Please follow the instructions of the embassy when applying for a visa.
You will receive your official acceptance letter via the application portal after you have paid the course fee. Please indicate on the application form or by email (firstname.lastname@example.org) if you need an original acceptance letter for visa purposes.