In their literal senses, 'finished' and 'done' have different meanings.
However, in informal and colloquial language, particularly in American English, 'to be done' is sometimes used as a synonym of 'to have finished'. 'Are you done?' can be used to mean 'Have you finished?' or 'I'm done with this' means 'I've finished with this'.
The reverse doesn't happen - or in other words, you can't use 'finished' when you actually mean 'done'.