Here's a tutorial on how to make a fingerprint sensor-secure lock box.
Step 1: Parts List
Step 2: Circuit Layout
The transistor acts as a switch for the solenoid and because the solenoid requires 12 volts, the diode helps make sure that back current doesn't fry the Arduino.
Solenoid: Pin 2
The light for the button: Pin 3
The input and output for the finger print sensor: Pins 11 and 12
Step 3: Code
This is the sketch that will run the whole circuit.
In order to add fingerprints, the library given with the sensor has an example called "enroll" which you can use to enroll fingerprints onto the sensor.