However, if by 'finger' it's meant in a more improper way, that would be against the general spirit of the Harry Potter universe. The relationship between Snape and Harry is mainly one of teacher - student animosity based on various complex reasons, but not something improper. Most likely it's a case of Snape using his finger to draw attention to Harry for class - related matters.
In some fanfictions, 'finger' might be used in a scolding or pointing sense. Snape could be singling Harry out in class by pointing his finger at him accusingly, perhaps when Harry has done something that goes against the rules of the class or Hogwarts in general. This action is often used to show Snape's strict and often unfair treatment of Harry in the eyes of the young wizard.
It could also be a more magical kind of 'fingering'. For example, Snape might use his wand - which could be seen as an extension of his finger in a magical sense - to mark Harry in some way during a class demonstration. Maybe he's using a spell that attaches itself to Harry and only Snape can see it, as a form of secret communication or warning during class.