I just had my floors done. They can do 1 of 2 things:
1) buy prefinished wood - the planks come with a number of layers of varnish already, so they just need to be installed. This is more expensive wood, but less expensive to install.
2) buy unfinished wood - doesn't matter the type - maple, oak, walnut, etc. can all be purchased either finished or unfinished.
If you have the installer put down unfinished wood and do the finishing himself, you will end up with dust everywhere but you will have no tiny "mill gaps" between the boards because they get sanded away. If you have the guy install prefinshed wood, there is no sanding, thus no sawdust, but you will have very tiny angled grooves between each plank - not a huge deal, but makes for a good dust collecter.
I can't imagine any circumstance where you'd want to install unfinished wood, and leave it that way. Either install prefinished, or install unfinished wood and sand / finish it.