Finals will be at the end of every semester. You will get a study week before finals to study for it. The date and time of finals are decided by the university, and will be posted online at around mid-august.
Most people leave Cornell immediately after their last final, which may different between people by almost a week. If planning your journey out of Cornell at the end of a semester, take these into account.
Cornell’s policy states that you cannot have more than three exams within 24 hours. If you do, one of your professors need to accommodate this. The general rule is that the largest class should accommodate this by giving another date. Some professors will happily do so, even if they are not the largest class.