For any
$0 \ne a \in R \tag 1$
consider the map
$\theta_a: R \to R \tag 2$
given by
$\theta_a(r) = ar, \; \forall r \in R; \tag 3$
if
$\theta_a(r) = \theta_a(s), \tag 4$
then
$ar = as, \tag 5$
that is,
$a(r - s) = 0; \tag 6$
since $R$ has no zero divisors, by virtue of (1) we conclude that
$r - s = 0, \tag 7$
whence
$r = s, \tag 8$
and we see that $\theta_a$ is injective; $R$ being finite, we also have $\theta_a$ is surjective, and therefore
$\exists b \in R, \; ab = \theta_a(b) = 1, \tag 9$
and $b$ is a right inverse of $a$; now
$ab = 1 \Longrightarrow (ba)b = b(ab) = b \cdot 1 = b, \tag{10}$
from which
$(ba -1)b = (ba)b - b = 0, \tag{11}$
and once more invoking the hypothesis that $R$ has no zero divisors (and observing that (9) implies $b \ne 0$) we may write
$ba - 1 = 0 \Longrightarrow ba = 1 \tag{12}$
as well; we see that $b$ is also a left inverse of $a$; (9) and (12) together imply that
$b = a^{-1}; \tag{13}$
since every non-zero element $a$ of $R$ has a (two-sided) inverse, $R$ is indeed a division ring. $OE\Delta.$