The Portuguese champions recorded a scoreless draw at the Juventus Stadium after previously recording a 2-1 home-win to book their ticket for the showpiece on May 14 and Salvio is determined to win each and every competition they take part in.
"This is the reward for our sacrifices, our hard work for a long period of time," Salvio told Uefa's official website,
"We did everything properly and now we are in the final, but we also won the league and we are in two more finals in Portugal.
"Four trophies are possible. We are going through a great spell – we are all working hard and fighting for this.
"After winning the league now we have three finals to play. We are very happy."
Salvio will miss the final due to suspension after picking up a yellow card on Thursday.
Benfica meet Rio Ave in the Taca da Liga final on May 7, while meeting the same opponent in the Taca de Portugal final on May 18, just four days after the Europa League final versus Sevilla.