The APIs and their instructions can be found here:

• HSL Live 1.6 (Realtime API of vehicle locations)
  HSL Live 1.52
• Poikkeusinfo XML API (Realtime API of service disruption info; only in Finnish)
• Omat Lähdöt API (Realtime API of next departures; only in Finnish)
• GTFS database dump, google_transit.zip (~35 Mt) Note! Download requires registration with access right to dump file.
  What is GTFS? https://developers.google.com/transit/gtfs/