Non-finite clauses cannot be stand-alone clauses, meaning that they are always subclause of a finite main clause.
1)I asked him to do that.
2) Having done that, I went home.
That doesn't mean, of course, that all subclauses are non-finite.
3) I went to the house that Jack built. (both clauses are finite)
non-finite clauses can be to-clauses (infinitive), like in example 1, -ing clauses (see example 2), or even bear infinitive clauses:
I made him [to] do that