先週 senshū
'Konshuu.'
週 (shuu)
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
去年 /kyo nen/ means 'last year' in Japanese.
You may say 'senshuu no nichiyoubi.'
In French, "last week" is "la semaine dernière", or possibly also "la semaine passée".
今週 - こんしゅう - konshuu - this week
'Otanjoubi WA raishuu desu.'
last week I swam = Nadé en la semana pasada
先月 Sengetsu
saigo no enjerusureija
3番の週 (san-ban no shuu)