It does not support two-finger swipe in Finder. Once you turn on three-finger swipe, it works, but swiping between fullscreen apps will become 4 fingers which sounds quite strange to me.Trackpad Prefpane, More Gestures, Swipe Between Pages. Easy fix.
This is what worked for me. I thought a gesture for going back and forward a page would be universal (i.e., just two-finger swipe), but whatever, this is what I did.I was also missing the 3-finger swipe in safari and finder, but also thing think the two finger swipe is good also, especially for pdfs. If you change the 'Swipe between pages' to 2 or 3, it gives you the old three finger back, but doesn't lose the new two-finger gesture. It does mean the swiping between full-screen apps moves to 4 fingers, but that is manageable. Much happier now I've found that.