Finland main red-light district is around Kallio, they do have street walkers (mainly russians or eastern Europeans) and erotic massage parlors served mainly by Thais.
Massage parlors in that area usually includes happy ending, so no need to go and ask, most massage areas are situated in Helsinginkatu and/or Vaasankatu.
When you are in Europe, you need to try tantric/erotic massage, very different from the ones you try in Asia, can compare with some tantric found in Bangkok but in Europe, it's been done by Europeans. Be prepared to be teased throughout and any forms of real massage can forget about it.
Google tantric massage Helsinki if you are interested or go to Kallio look see look see.
There are also strip clubs available in the city as well, main ones are Queen's show,
edited by mod and Crystal,
edited by mod
Basically, in my opinion I would skip Finland as a part of my sex adventure because those mentioned can be found and would be even better if you are visiting Czech, Romania, Bulgaria, Germany, Spain, Poland, Holland, Austria, Russia.
Finnish tend to be cold and unfriendly, so asking for advice on the street would welcome a deathstare, so prepare all your information before heading out.
So I went from Finland to Estonia by sea, it's a huge cruise, I can't remember how long it took, probably 2-4hours, but don't worry, there's lots of restaurant in the cruise and even burger king that serve ice cold beer with their value meals for 10Euros.
So reaching to Estonia, no passport stamped, just enter like it's the same country, the port is next to the old city, walkable, you must go, it's very beautiful, one of the most beautiful old cities I have been, the vibes, atmosphere is memorable.
In Estonia, there's no street walkers nor prostitutes as it is illegal.
However you can visit massage parlours and/or strip clubs.
Have fun.