How to "press 1 to talk to finance" when making a call from macOS via iPhone
In the FaceTime app call window, shown towards the top right corner, click on the keypad button to reveal the keypad.

The keypad button can be seen between the Video and the Mute button. Once clicked, it reveals the keypad interface.

You can click on the keypad icon again to dismiss the UI.
The keypad icon is enabled in the recently released version of macOS Catalina 10.15.6. If you don't see it, consider updating your copy of macOS.
For older versions, where you don't see the keypad icon, click the phone call notification in the top-right corner of your screen and use the numbers on your keyboard to respond.

https://support.apple.com/guide/facetime/make-and-receive-phone-calls-mchl390e9463/mac


Tip: If you’re on a call and need to respond to prompts in an automated phone system, click the phone call notification in the top-right corner of your screen and use the numbers on your keyboard to respond.