i havent done this, but this is what i planned to do:

make a new blank map that comes after the last map (like endinglevel.eem)

make your map cutscene script as you normally would for the intro to a map you are going to play

but when you make your endinglevel.script don't finish it with map start like you normally would

it should just hang on your intro screen  for the last map

as i said i havent tested this, i never finished a game to make a proper ending :)

an example of a script could be

auto 1

play music /Music/ending.ogg

vn 1

image ending /Titles/ending.png

bg Intro 1

auto 0

text "Game over. You killed the evil nazi zombies or  whatever the fuck they were."