You could just say it like it's said in English, and hope that whoever listens can pronounce it correct.
If you'd really want a Finnish version of the name, then Matt would be Matti.
Finnish
For you is sinulle in Finnish.
How is miten in Finnish.
I am not Finnish. - (Minä) en ole suomalainen.
Finnish legend in Finnish is "suomalainen legenda".
¿Qué tal, señorita Sharpe? ¡Hola, señorita Sharpe!
Yes is "kyllä" in Finnish.
Boring is tylsä in Finnish.
Daughter is tytär in Finnish.
Black is musta in Finnish.
Food is ruoka in Finnish.
Library is kirjasto in Finnish.