regular language proof

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Question:

Prove that a finite language is a regular language.

How would I go about solving this? I tried my own approach (below) but didn't get far because I don't understand how I am supposed to approach this proof.

My Approach:

Consider a finite automata M

($\delta$* denotes $\delta$ hat(^) which means all states w travels to until empty)

$M=(Q,\Sigma,\delta,q_0,F)$

if w is a string and w $\in$L* (any finite language)

=> $\delta$*($q_0$, w)$\in$F (then i make a logic statement that says for all w this is true?)

and if w$ \in$$\epsilon$

=> $\delta$*($q_0$, $\epsilon$ )$\in$F

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Let $n$ be the maximum length of the words in the given finite language $L$, and let $m$ be the size of the (occuring letters from the) alphabet.
Build an automata with $\sum_{k\le n}m^k$ many states, one for each possible word, and mark exactly those states as accepting which correspond to a word in $L$.