This paper is mainly concerned with how nonlinear coupled one impacts synchronization dynamics of a class of nonlinear coupled Markovian switching multiweighted complex networks (NCMSMWCNs). Firstly, sufficient conditions of finite-time synchronization for a class of NCMSMWCNs and a class of linear coupled Markovian switching multiweighted complex networks (LCMSMWCNs) are investigated. Secondly, based on the derived results, how nonlinear coupled one affects synchronization dynamics of the NCMSMWCNs is analyzed from synchronization control rule. Thirdly, in order to further explore how nonlinear coupled one affects synchronization dynamics of the NCMSMWCNs, synchronization dynamics relationship of the NCMSMWCNs and the LCMSMWCNs is built. Furthermore, this relationship can also show how linear coupled one affects synchronization dynamics of the LCMSMWCNs. At last, numerical examples are provided to demonstrate the effectiveness of the obtained theory.