Yes, you can transfer to both domestic and international flights at Helsinki Airport. Transit is permitted to domestic flights according to Finnish immigration restrictions and on international flights transit is permitted according to the immigration restrictions of the next transit airport or the country of destination. For detailed information, please check the website of Finnish Border Guard. Please note, that you might have to remain in the transit area of the airport during your transit.
When travelling abroad, please contact your airline beforehand to check for possible travel restrictions and requirements regarding Covid-19 tests and vaccinations.