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Does anyone know if you can "finish" the game?

I know there are 4 missions; I've done the first 3 and now it went back to one in a different position for me. So does it just keep picking out missions?

Also, is it possible to finish like the combat or small arms training? I always get mocked because I quit the combat training but is there really any moment that they won't do that?

Thanks
As far as I'm aware, no, the game never ends, you just keep playing the same scenarios (but with randomised elements each time). If you quit and try a different career path (such as element leader or sniper) the scenarios remain the same but play quite differently, so it's not one you keep on playing through - after a few scenarios as one role, it's best to start a new game and go down a different career route.

It's not really a traditional adventure game like the previous PQ games. It aims to be a simulator.
Also - with the Small Arms and combat training.. there is no end.. they will just keep repeating different weapon drills or combat shoots. If you wish to leave small arms training, do so after a particular shoot, when the camera zooms out to show the whole range. If you leave then.. they don't mock you!
With the combat range.. just leave before the next drill starts.