In Italian, you can talk about the weekend using the English word il weekend.
Or you can use the expression il fine settimana, which also means weekend.
Most of the dictionaries I consulted (Treccani, Zanichelli, Oxford) note that you can also say la fine settimana, but the masculine form is more common I am told.
If you are interested in learning more about the grammar, you can find a short discussion at Treccani. The TL;DR version is that the masculine form is preferred.