Using Finale with MPCand Pro Tools

Hey I was wondering if you could write out let say a flute part in Finale, save and export as a wav. file, and then put it in the MPC? Has anyone ever done this before? Or is it just best for me to just transfer it straight to Pro tools, then just had the drums. But set everything up has individual tracks, instead of one big track?

I don't know whats best but I would just put it into pro tools on individual tracks....everything should always have its own track!!!!