Car finance deals with free insurance are usually PCP deals. You pay a monthly fee to drive the car over a certain amount of time - generally around 3-4 years.
You can opt to pay a 'balloon payment' to own the car outright or hand it back at the end of your contract. When it comes to car finance deals with insurance, make sure to read the fine print carefully. Many deals only give you free insurance for a certain amount of time.
Also, sometimes it's cheaper to source your own insurance! It's not really 'free' - it's just added to your payment for convenience.