The first three sentences are completely wrong, and the fourth one is not ideal. The correct sentence is this: I HAVEN'T FINISHED IT YET. This is a present perfect tense, made up of the present of 'have' and the past participle of the verb (part 3). We use the adverb 'yet' with the present perfect because if refers to an unfinished time period i.e. the time up to now. The present perfect tells us something about the present time - in this case, it tells us that your work is currently still unfinished. It is acceptable to use 'yet' with a past simple - 'didn't finish' - only in informal American English. To the rest of us, it 'sounds a bit odd', as Rohit George says.

I haven't finish it yet (incorrect usage, could be 'I haven't finished it yet', which is negative form of past perfect) I'm not finished it yet (incorrect usage. could be 'I'm not finished with it yet'). I don't finish it yet (incorrect usage, never heard this) I didn't finish it yet (correct usage, it is the negative form of simple past) .. However, this sounds a bit odd because "didn't" is not typically continuous, but "yet' implies a continuing act