The Schengen agreement implies that a foreign citizen, having obtained a visa in the consulate of one of the participating countries, can freely move within the entire Schengen area. Schengen visa is quite possible to visit the Vatican, and the frequency of the visa does not change because there is no border control at the border of this state.

The only condition is that entry into the territory of the Schengen zone should be planned through the country whose embassy issued the visa - in this case through Finland - or in Finland in general it is necessary to stay longer than in Italy.

Yes, of course.