"I do not want to live in Finland but in Argentina."
Translation:En halua asua Suomessa vaan Argentiinassa.
No, Finnish has two kinds of "but" words for different contexts:
"Vaan" is for contexts in which the second phrase negates or corrects the first. The equivalent in English would be "but rather" or "but on the contrary". For example, "The store is not open, but rather closed". - "Kauppa ei ole auki, vaan kiinni."
"Mutta" is for contexts when the second phrase does not negate the first. Instead, you can think of it as adding on to the first idea. For example, "I went to the store, but it was closed." - "Menin kauppaan, mutta se oli kiinni."