Well when you put a finger on it does it give some information on is serial Port output?(I'm assuming it has a Serial Port, please confirm this)
If so one way to check is get a function on the main loop looking for some serial data, when something arrives on arduino port from the fingerprint sensor put all raw data in an array and then sort it of and compare.
I belive there is an interrupt on Serial Port you can also use to jump to a function when someting enter on serial buffer.This way you can have your main loop doing another things if this is important
Of course you could get more eficient ways to do this, consider this just an idea 
Someone else will give you more tips in this great comunity