A finish is not required. If the throw is not an adequate distance, the judge will instruct the handler to throw the bumper again. The dog may bring the bumper to the closest point of land, in which case, the handler may move along the shore to that point to receive the bumper without stepping into the water. Training for the single retrieve should begin with a play retrieve on land and on lead. If your dog plays fetch you are already ahead.
Some dogs work better for treats than for praise.
Do what seems to work best for you. Once you have a good success rate on land, do the same thing in shallow water, still on lead. Begin at about belly deep for your dog, throw parallel to the shore so the dog can focus on getting the bumper, rather than swimming at first. Gradually, increase the length of your throw to the length of your lead, and begin to throw diagonally away from shore. Eventually, you will throw away from shore, far enough so the dog must swim at least part of the distance.