You're going to have to be more specific because the written form of English isn't particularly precise about how things are actually pronounced. If by "th" sound you're referring to a dental fricative, then no. Neither the voiced variant [ð] nor the unvoiced variant [θ] from English exist in Finnish phonology. It's also not pronounced with the English /t/ phoneme, which is usually aspirated and consequently sounds more like a combination of T and H to Finnish ears. The Finnish /t/ phoneme is always unaspirated, which means that there is no exhalation of breath involved. English does occasionally use the unaspirated /t/, and one of those situations is when its preceded by /s/ in the same syllable, for example in the word "steam". This is not the case in the word "team". You can test this out by putting a piece of paper very close to your mouth and saying "team". If the paper is pushed by the airflow, you've used an aspirated /t/. Then try saying "steam". You'll most likely notice that paper didn't move, in which case you've produced an unaspirated /t/. That is the T-sound you should use for pronouncing all Ts in Finnish. Two other Finnish plosives /p/ and /k/ are unaspirated as well. When practicing pronounciation, I recommend using the piece of paper to make sure that you're not producing any aspirated plosives.