Dear @sudhir ,
To save only the last frame in the trajectory into a PDB file, you can select a path corresponding to this trajectory and set the step to the last one in the Inspector (click Ctrl/Cmd + I to open the Inspector in SAMSON), this will update the structural model - it will correspond to the step you chose. Now you can select the structural model in the Document view and save only the selection as a PDB file, for that in the menu go to Selection > Save selection as and select the PDB format in the types of files.
As for now, there is no direct way to save a .gro file from within SAMSON.
The GROMACS Wizard Element saves the temporary files, including some gro files in a specific scratch folder in your user's directory, the path is different for different OS (Windows, Linux, Mac OS). You can either try looking for the Scratch/GROMACS on your system or check out the path to SAMSON's scratch folder by launching SAMSON-Core-Console executable version and checking for a line with SBGPath::getScratchPath() in the beginning of the console output. On Windows it will be something like: C:\Users\user\AppData\Local\OneAngstrom\SAMSON\DATA\0.8.3\Scratch.