Any weight can be used though some are more common than others. Back in the day ring weights with thin handles were preferred. Also straps of sorts to make the lift more comfortable and easier are very common.
The middle finger is strongest. Then usually its the index finger followed by the ring and pinkie. The thumb can be used to lift though many find it awkward. Your dominant hand will usually be stronger than the other side.
This type of lifting is something you want to work into slowly. Going to fast can cause damage to the ligaments and tendons of the fingers. On top of that you’ll have to work on building up you pain tolerance.
Another fairly common finger lift is the two finger deadlift. Using the index and middle fingers of both hands in an over-grip you attempt to lift as much weight as you can.
Most finger lifting is raising the weight off the ground. Though some weights are cleaned than lifted overhead using a single finger.
Adam Glass shows you how to do it. 400lbs. with the middle finger. Amazing!