Star Wars: The Last Command is the third book in a series that has been referred to as “The Thrawn Trilogy”. The series is not considered to be cannon, which is a shame, because it is an excellent story.
I would highly recommend that people who are interested in this book take the time to read Star Wars: Heir to the Empire the first book of the trilogy and Star Wars: Dark Force Rising before beginning Star Wars: The Last Command. The entire trilogy reads like one, big, story. You will miss out on some very important information if you skipped right to the third book.