How could I have finished this?

Seriously down on myself after this game....... I couldn't figure out the right moves to finish this game...

Any insight would be awesome. My confidence went down a lot

http://www.chess.com/livechess/game?id=1162143996

You let pieces drop you shouldn't have and could have very easily prevented.  Learn the value of the pieces first, so you know it usually isn't wise to trade a rook for a knight.

You could solve some puzzles as achja indicated, and also join chess.com for a month or two at least at a premium membership to get unlimited access to tactics training and work on those puzzles as much as you can stand for awhile. Your games will improve for sure. But it's like some kinds of physical exercise - it's a hassle to build muscle, but you do get stronger.