I have just stopped taking Finpecia about 2 weeks ago and I am getting headaches is this a withdrawal symptom?

Headaches can be brought on by many sources however withdrawal from finasteride is not known to be a cause of HA's. You should see your doctor for a proper diagnosis.

Side effect symptoms of men stopping finasteride have not been studied and published in any rigorous manner. Headaches are rarely reported by users of finasteride but then again DHT has been proposed to contribute to some types of headaches (ie migraines) - in which case blocking DHT with finasteride has been shown to help. In your specific situation, you will want to review your entire story with your doctor so he or she can obtain all the relevant details. That is really the only way one can determine if finasteride use or cessation has any role.Reference Dihydrotestosterone may contribute to the development of migraine headaches.
Check JH, et al. Clin Exp Obstet Gynecol. 2013.

Headaches are not a symptom of withdrawing finasteride. There are many causes of headache, so go see a doctor and explore the diagnosis