Let $\mathcal{L}$ be a signature (or language), and let $\mathcal{A}$ be a finite $\mathcal{L}$-model (or $\mathcal{L}$-structure). Show that there is a homomorphism from an $\mathcal{L}$-model $\mathcal{B}$ into $\mathcal{A}$ if and only if there are homomorphisms from each finitely generated substructure of $\mathcal{B}$ into $\mathcal{A}$.
Here's what I have so far: I think the "$\Rightarrow$" direction is simple, as you can just take the given homomorphism restricted to the substructure; this should still be a homomorphism.
I initially thought the "$\Leftarrow$" was trivial as well, as you can just take $\mathcal{B}$ as one of the finitely generated substructures. But then I realised that $\mathcal{B}$ may not be finitely generated from a substructure (is that possible?). I feel like I might have to use compactness or ultraproducts (given the phrase "finitely generated substructure"), but I'm not really sure how.
Apologies if what I'm saying doesn't make sense, I'm still trying to get a grasp of model theory. Any help would be appreciated!
I suppose the operations and relations of $L$ are finitary. Let $A$ and $B$ be the underlying sets of $\mathcal A$ and $\mathcal B.$ Let $[B]^{\lt\omega}$ be the set of all finite subsets of $B.$ Let $\mathcal U$ be an ultrafilter on $[B]^{\lt\omega}$ such that $\{X\in[B]^{\lt\omega}:b\in X\}\in\mathcal U$ for each $b\in B.$
For each $X\in[B]^{\lt\omega}$ choose a homomorphism $f_X:\langle X\rangle\to\mathcal A,$ where $\langle X\rangle$ is the substructure of $\mathcal B$ generated by $X.$ For each $b\in B,$ define $f(b)$ as the unique element $a\in A$ such that $f_X(b)=a$ for $\mathcal U$-almost all $X\in[B]^{\lt\omega},$ that is, $\{X\in[B]^{\lt\omega}:f_X(b)=a\}\in\mathcal U.$ (Such an element $a$ exists because $A$ is finite, and because of the special property of the ultrafilter $\mathcal U$ which guarantees that $f_X(b)$ is defined for $\mathcal U$-almost all $X.$) This function $f:\mathcal B\to\mathcal A$ is a homomorphism.
To see that $f$ is a homomorphism, observe that, if $k\lt\omega$ and $b_1,\dots,b_k\in B,$ then $f|\{b_1,\dots,b_k\}=f_X|\{b_1,\dots,b_k\}$ for some (in fact for almost all) $X\in[B]^{\lt\omega}.$
Example: If $\mathcal B$ is a (simple, undirected, not necessarily finite) graph, and if $\mathcal A=K_n$ (the complete graph of order $n$) for some natural $n,$ then a homomorphism of the graph $\mathcal B$ into $\mathcal A$ is just a proper $n$-coloring of the vertices of $\mathcal B.$ In this case we have the De Bruijn–Erdős theorem which says that a graph is $n$-colorable iff every finite subgraph is $n$-colorable.