I think that it would be said if someone had somehow managed to eat a lot of cake, and the person with them is very surprised by the amount that they've eaten, i.e., 'how the hell did you eat all that?' or 'how have you eaten so much cake? I'm only half-way through mine!'
Isn't it a context relevant sentence? Example: you are an assistant in a bakery and you made the cake ready but aren't sure what to do for decorating so you ask the baker how do you finish the cake? In another situation you might be having dinner with a friend and he already ate a lot of the main course so when the cake comes as dessert you ask him how do you finish the cake? I think in any case this sentence is a little weird English because of the cake. If you would say how do you finish the presentation or how do you finish the workout, the survey etc (something with an obvious end) it makes more sense. But hey it's duolingo.
Can anyone tell me what it would be if I were to ask How did you finish the cake?