The finite transformation is the exponential
[tex]
\exp(-i \theta_a T^a)[/tex]
here [itex]\theta[/itex] is the generator's parameter and [itex]T[/itex] is the generator of the transformation. This is to linear order
[tex]
= 1 - i\theta_{a}T^{a}[/tex]
This is like in quantum mechanics where for a finite translation you would write
[tex]
\exp(-ia\hat{p}) \rightarrow 1 - i a \hat{p}[/tex]
for an infinitesimal translation. But you need to know the action of the generator on the coordinates, i.e. how does [itex]x[/itex] look after it gets acted on by this transformation.