It is a theorem that a set is finite if and only if there exists no bijection between the set and any of its proper subsets. Equivalently, a set is finite if its cardinality, i.e. the number of its elements, is a natural number. For instance, the set of integers between -15 and 3 is finite, since it has 17 elements. The set of all prime numbers is not finite. Sets that are not finite are called infinite.
In physics, finite additionally means "non-zero", for instance in a sentence like "if the distance of the two objects is finite...".