What do you mean by I missed the last through train to where I was living?

[Jose]

Hi!
What do you mean by I missed the last through train to where I was living? Finally I can record my voice. I don't want to miss this oportunity because as you said I can improve my pronunciation by this mean.Please correct my mistakes. There is problem about the listening of the story : the file wasn't find. Thanks!
Jose

[Mister Micawber]

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I missed the last through train to where I was living = I was too late to take the last train which went to my nearest station.
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Native English teacher at Mister Micawber's

[Jose]

Hi coach!
I tried recording my voice but I fell through. I'll try again but now I'm in a rush so I can't.Thanks for the explanation. I'll listen to the stories and I pray that there not be problem.
Jose