There are two types of finials.
One type is like a tube, and a long bolt can be inserted through. Those are easily usable. They tend to be sort of constant in section from one end to the other.
The other type has a blind threaded hole in each end. Those are hard to use without chucking them in a lathe and drilling them through. These are the ones that haves a more decorative look, like a chess pawn.
So when you are at the hardware store looking at the selection, think through how you will use it.