Finlands biggest skiing event is Finlandia-hiihto.
About 5000 participants every year.
Competition is held in late february, usually week 8.
Race distance is 62km classic style (saturday) and 50km free style (sunday).
Ski jumping is one of the most spectacular sports. Jumping sometimes the length of over 200 metres (in Ski flying) it is attracting fans from all over Europe and live TV broadcasting. It is traditionally popular in Finland, Norway, Japan and countries around the Alps.
Cross-country ski is traditional in the Nordic countries and Russia. During the wintertime you will see whole families going on and skiing all together near by home, in the forest roads or special tracks in sport centre as this one here in Lahti.
Biathlon I believe is a kind of military sport combining fast cross country skiing and target shooting. I did not try it myself but Amos here is trying the simulator at the Lahti Ski museum.