The Perfect Tense — Il Passato Prossimo

1. This is a compound tense — i.e. composed of two words — auxiliary verb and past participle.
2. This tense corresponds to two different tenses in English:

The Simple Past: e.g. I visited Italy last year.

The Present Perfect: e.g. She has gone on holiday for a month.

N.B. This means that the English "I went" and "I have gone" are the same in Italian.

To make this tense you need the present tense of avere followed by the past participle of the verb you want.
You already know the present tense of avere, so you now need you learn how to make the past participle.
The table below explains how:

So, to say in Italian "I have finished" you say Ho (I have) finito (finished); if you want to say "I finished" it is also Ho finito.
It is important that you understand that you can only make the past tense in Italian in two words — auxiliary verb and a past participle. Here is the full past tense of the verb vedere (to see) :

ho veduto	I saw; I have seen	abbiamo veduto	we saw; we have seen
hai veduto	you saw; you have seen	avete veduto	you saw; you have seen
ha veduto	he/she saw; has seen	hanno veduto	they saw; they have seen