Translation:He is always the last one at the office.
I would say it could mean he is always last at something, or the last one to leave (if he was the last arriving you'd have to say Han er alltid den siste til å komme på kontoret. )
If you want to tell someone You're the last (over the finish line)/You came last = Du er sist/Du kom sist. You can use both Være and Komme to describe this, they're not always interchangeable though.
I'm getting confused about when we use "den" with an ordinal. The "Tips" for this unit defines "siste" as "(the) last". It's not entirely clear what the parenthesized "the" means. I left "den" out here, thinking that "siste" could mean "the last". But DL then told me I had a typo and should have had "sist" (with no "e"). Yet the "Tips" tell me that the ordinals all end with "e" all the time. When do I drop the "e"? How come "He is the first man" is translated as "Han er første mann", but "He is the last man" is translated as "Han er den siste mannen"?