Each manufacturer will have their rules and requirements about that - a few may not even offer this possibility.
If they do, they'll pretty much each ask for something different, so yes, just ask.
A general safe bet is to create an additional custom mask layer with the areas to exclude from finish.
Note that no finish at all is an odd choice. Raw copper oxidizes extremely quickly, and if there are unfinished areas right in the middle of finished ones, copper may start oxidizing at the edges of the finish and eventually damage the PCB over time. What do you want to achieve?