Fingerhut.com does offer a credit account. Terms sound like the usual store credit account.
Personally never had one from them but it is an old established company. (I think everybody has an older relative with at least one catalog laying around in their house).
Is this really something you want to do? Does the merchandise variety appeal to you?
Before you sign up you should contact them by phone and get some questions answered:
Does this credit account report to the 3 credit bureaus?
Do they report the credit limit or only the monthly payments to the credit bureaus?
If the account reports to the credit bureaus and reports your total credit limit and then shows your payment history in detail... then yes, this is at least a beginner account that can help build your credit.
Go to their website and do your homework: Call them and don't be shy to ask those questions.