Learn Finnish: He saapuvat vihdoin suoraan uimasta. - They finally arrive straight from swimming.

This is the third infinitive in the elative case, which uses the ending -masta or -mästä. You use it to show movement away from an activity, meaning "from doing" something. Just like the standard case ending -sta means "out of" a physical place, uimasta means returning from the action of swimming.

The adjective for "straight" is suora. Why is it suoraan in this sentence?

Suoraan is the adverb form, meaning "directly" or "straight" (as in arriving straight from somewhere). In Finnish, many adverbs are made by taking an adjective like suora and adding the illative case ending (in this case -an), which results in suoraan.

I've also learned the word viimein for "finally". Could I use it instead of vihdoin?

Yes! Both vihdoin and viimein mean "finally" or "at last", and they are almost completely interchangeable. Finns actually often pair them together for extra emphasis, saying vihdoin ja viimein.

The verb saapuvat means "they arrive". Doesn't saapua usually state where someone is arriving?

Often, yes! The verb saapua (to arrive) usually points to a destination using an "into" or "onto" case, like arriving into a city. In this sentence, the destination is just implied (like arriving home), and uimasta simply adds the context of what activity they came directly from.