There are two scenarios when a prospect gets the Finished status:
When you specified that status should be Finished after a prospect replies at a certain sequence step.
When a prospect goes through all sequence steps, does not reply and 5 days pass after the last step (you can adjust the number of days in the sequence settings).
In both scenarios, you can change the prospects' status to Active so that they can participate in the next sequence steps.
To change the status follow the instructions below:
Select contacts you need to change the status for.
Click on the Status icon
Click minus Finished -> Set status
As a result, it's automatically set to Active and resumed in sequence.