From documentation Assign statuses and edit columns in a team managed project/, it is indicated  

For example, the done status category must be in the rightmost column for its issues to be cleared from your board. If you have multiple done states, like Won’t fix, Abandoned, and All done, you can assign them all to the rightmost column. Any issue moved to those three statuses will then be marked as resolved, and cleared from your board, if you use sprints.

This indicates how the last column will set the resolution of an issue, but considering that Team managed projects tend to be administered by people who may not be as familiar with Jira administration or the way boards work, it seems appropriate to provide additional messaging/tooltips to illustrate how the last column will affect issues, maybe an icon on the las column with an exclamation mark where you can see the message and/or link to the documentation would be helpful.