Let $A$ be a finite alphabet and let $<$ be a total order on $A$. For instance, if $A = \{a,b,c\}$, let $a < b < c$. Then order the elements of $A^*$ according to the shorlex order: $u \leqslant v$ if either $|u| \leqslant |v|$ or $|u| = |v|$ and $u \leqslant_{lex} v$, where $\leqslant_{lex}$ is the usual lexicographic order. For instance, if $A = \{a, b\}$ and $a < b$, you obtain the following sequence of words:
$$
1, a, b, aa, ab, ba, bb, aaa, aab, aba, abb, baa, bab, bba, bbb, aaaa, \ldots
$$
Let $r(u)$ be the rank of a given word $u$ in this sequence. The map $u \to r(u)$ defines a bijection from $A^*$ to $\mathbb{N}$.
Now you want to get an injection from the set $\mathcal{P}_f(A^*)$ of all finite languages on $A^*$ into $\mathbb{N}$. Denote by $p_n$ the $n$-th prime number. Then the map $f: \mathcal{P}_f(A^*) \to \mathbb{N}$ defined, for each $L = \{u_1, ..., u_n\}$, by
$$
f(L) = p_{r(u_1)}p_{r(u_2)} \dotsm p_{r(u_n)}
$$
is injective.
N.B. As you can see, this construction does not use the full power of the prime numbers, and it can be modified to get a bijection from the set $\mathbb{N}\langle A\rangle$ of polynomials over $A$ to $\mathbb{N}$. A polynomial over $A$ (with coefficients in $\mathbb{N}$) can be written as a formal sum, like $$3ab + 2bb + 5bab.$$
Now if $F = k_1u_1 + \dotsm k_nu_n$, where $k_1, \ldots, k_n \in \mathbb{N}$ and $u_1, \ldots, u_n \in A^*$, one extends $f$ by setting
$$
f(L) = p_{r(u_1)}^{k_1}p_{r(u_2)}^{k_2} \dotsm p_{r(u_n)}^{k_n}
$$
and it is now a bijection from $\mathbb{N}\langle A\rangle$ to $\mathbb{N}$.