How to display a message when the trigger finishes?

Firstly, please try to provide a use case of your scenario.

Now coming to your question, if the motive is to display a message on record detail page or layout, there is a way.

Create a Vf page with outputPanel having rendered attribute. ReRender this panel id when your controller gets the boolean flag passed from trigger or you can make a query if you are using a boolean field in trigger. Embed this VF age on the layout.

Initialize a boolean variable(you can use boolean field also) as false in the trigger. When your trigger finishes, paas a boolean variable as true into the vf page controller. Refer that boolean variable into vf page rendered attribute.

There could be other similar ways. You could give it a try.