@Loh Jane,
Though "conclude" can be a synonym for "finish," in practice we don't often use it that way--to "conclude" is usually to "come to a decision or understanding after having weighed evidence."
It's better and more straighforward to say "It is crucial to complete the document on schedule," or "It is crucial to finish the document on schedule." These would be fine.
Neither is perfect, though, because a schedule is an ongoing series of tasks ... one wants to "stay on schedule," but ordinarily we speak of completing a task by a certain date or milestone. So if you wanted to be incredibly strict about your English, you'd have to say something like "It's crucial to complete the document as scheduled," where "as scheduled" implies "On June 21st, as laid out in the schedule we sent you at the start of the project."
That's my take.
Ash