Should I use"In last section" or "in the last section"? Also which one is correct when "section" is plural. "In last sections" or "in the last sections"?
"in the last section" and "in the last sections" are correct.
Singular nouns in English always call for an article, either "the" or "a", except when they are proper nouns, i.e. names, or have an adjective that indicates only one, like "one", or a possessive adjective. Maybe a few other special cases that I'm not thinking of.
I said hello to the man. (article needed)
I said hello to Bob. (proper noun -- no article)
I said hello to one man. ("one" substitutes for an article)
I said hello to my friend. (possessive -- no article)
The plural example you give is a little different. In general plurals do not require articles. But they do when we are identifying a specific group. In this case, you are identifying not just any sections, but the "last" sections.
The book is divided into sections. (general case, plural, no article)
I read the sections about France. (specific sections, article required)
I read sections about France. (I didn't necessarily read all the sections about France, but the sections I read were about France, so it's not specific, no article required)
Including or not including an article with a plural is often a judgment call. It can indicate interpretation or emphasis.