Finland and North Korea are separated by a single country: Russia.

Although Finland and North Korea are 4,272 miles (6,682 km) apart, Russia
has a border with both countries. Russia’s border with Finland in
Northern Europe is approximately 833 miles (1,341 km) long, while its
border with North Korea stretches for about 10.5 miles (16.9 km) along the
Tumen River. So if you wanted to travel overland from Finland to North
Korea, you could do so simply by passing through Russia.