"We are going to the last floor."
Translation:Ni iras al la lasta etaĝo.
No you would still need a preposition. Accusative of motion is only used after certain prepositions like en, sur etc.
Yes, you may see such examples in textbooks, but such constructions are not really widely used. See here: http://bertilow.com/pmeg/gramatiko/rolmontriloj/n/direkto.html