Learn Spanish (Latin America): Terminan de pintar la pared blanca.

In English, we say "finish painting" using an -ing word. However, in Spanish, the phrase for finishing an action is terminar de followed by the infinitive form of the verb, which is pintar here.

Could I use dejan de instead of terminan de in this sentence?

You could, but it changes the meaning. Terminan de pintar means they successfully complete the task of painting. If you said dejan de pintar, it means they stop or quit painting, even if the wall is only half-finished.

Why is it la pared blanca if pared doesn't end in -a?

Not all feminine words end in -a. Nouns ending in -d, like pared (wall), ciudad (city), and verdad (truth), are almost always feminine. That is why we must use the feminine article la and the feminine adjective blanca.

Why does blanca come after pared?

In Spanish, descriptive adjectives like colors usually come right after the noun they describe. So, "the white wall" becomes la pared blanca.