Do you mean when you download the free trials? I think they always start back at the beginning so you don't just go to all the different sites, download the trial, pick it up where you left off at the last site, and end up finishing the games without ever having to pay for them.
If you are talking about games that you have purchased, there is usually a map where each level that you have completed is lit up, you can click on any level that is lit up and start from there.
I don't know of any games that let you jump right to the end and play the last levels.
I hope I understood your question and answered what you were looking for.
If you buy the game you will have an unlimited amount of time to play the game. Then you should be able to win the game. playing the whole game is more fun then just skipping ahead and winning the last level IMO. If you do get stuck and need help remember that the posters on PF are always willing to help you out.
If it's a trial game when you only have 60 minutes (at the most) You have to be extraordinarily fast. It's almost impossible. Unless you're very talented, I don't think you can. You'd have to buy the game.
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