If you haven't already done so, install Ledger Live and synchronize it with your Ledger.
Go to Receive and select the Ethereum address you want to add to Finary
Click Continue and connect your Ledger
Copy the address starting with 0x.. displayed on the screen
Go to Add -> Cryptos -> Add a Wallet.
Give the address a name (e.g. Ledger ETH) and paste in the ETH address.
Select the Ethereum blockchain and click Checkout !
Go to the Crypto part of your Wallet to view the ETH balance of your Ledger. It may take a few minutes for all your assets to be retrieved.