If I remember right, it's called The Wall. It's actually pretty obvious that it's the end. I think the NPC who gives it to you says that it's the last mission.
Having said that, after you finish the game, if you hit continue, it will load up your game right before you went on that mission, effectively allowing you to continue to play. Now, I don't know if that will continue to work after it's patched, but a number of people are using it to "return" to their original characters instead of start a new game.
Yeah the last mission is The Wall. And Sgt. Erik Tan will blow up that giant wall for the survivors to get out of the valley, but there is no civilization behind it either. It shows some tall buildings in the city that they're abandoned too and that's the end.