last week I swam = Nadé en la semana pasada
Salí temprano la semana pasada
El fin de semana pasado.
No. You do not say in the last. You can say at last meaning after all this time. You can say in the last week meaning during the current week
La semana.
esta semana
La semana.
Last Friday in Spanish is: el viernes pasado.
Cada semana.
Because that's the nature of Spanish; its roots from Latin. The reason for conjugation is simply to make the sentence make sense. In English we automatically have our verbs match our sentence without even thinking about it. In spanish though, you have to change the verb to fit the number of people you are talking about, and to fit the tense. For instance you wouldn't say "I buy that book last week" you would say "I BOUGHT that book last week"
In French, you say "la semaine dernière" to mean last week.
Translation: Una semana
hace una semana