Finale has the ability to sending multiple shipments to fulfill a single order. This is very useful in situations where one of the items on the sale order is backordered, and you want to send an initial shipment with the items in stock.
Please watch this tutorial to familiarize yourself with the process.
Additionally, the mechanics shown in this video would also apply to receiving multiple shipments for a purchase order.
https://www.youtube.com/watch?v=eU9ztypS46A