I hope this helps D. We can talk more about it in here now: In order to go to last post one must be logged in and then click on the forum title in the Last Post column as depicted below:
That's how it works from the index page.
Additionally I have been told that clicking on the new post icon also will take one to last post however it did not work for me. Please do let me know if it works for you.
I note that when browsing in the boards and clicking on forum title, that it does not go to last post. Given I have no threads with additional pages I am at this point unsure how that will work.
For now though ... other than using the last post column from the index past as shown above, there will be a little learning curve that will hopefully become second nature soon enough.
I hope this answers your question. Feel free to keep asking as I too keep wondering on these issues myself.
Just to note ... I just checked on the AF forum and the last post procedure seems to be the same over there. (unless I am missing something) Please do correct me if I am wrong.