Use the batch task "Finalize" and unless you have unselected Update Main Translation Memories (check through the project settings under Translation Memories and automated translation that "Update" is selected for at least one TM you use", the first step before the target file is generated is that the TUs from the job are added to the specified TM.

Otherwise in the folder that the target file is stored in, there will be a sdlxliff file for the job, which can be imported into the Main TM in the Translation Memories view.

Philip Radcliffe

Perhaps worth noting two other points in edition to the good advice from Michael.

1. if you translated yourself and didn't use a Project TM then you have probably already added the translations to the TM as you worked.
2. If, by "files for a finished job" you actually mean the Word, Excel, HTML, XML etc. files and not the Studio bilingual file, then the answer would be by alignment.  You align the files in Studio by creating an alignment project in the Translation Memories View.

Thanks Michael, I'll try that out.

Many thanks Paul. Yes I meant the Word file. I'll try that out when I get a chance later today :)