Last and latest are both superlative forms of the word late, but they do not have the same meaning:
Last means “final”. The Tempest was Shakespeare’s last play. (He didn’t write any other after that and, being long dead, he won’t write any more).
Latest means “newest”, “most recent”. Dan Brown’s latest novel is Inferno. (That’s his newest novel, but not the last one, because he is alive and kicking, so he can still write more and he will probably do so).