At most large airports in the United States, your IFR flight planned route will include a Standard Terminal Arrival Route, or STAR. If filed in your flight plan, the initial IFR clearance you receive also "clears" you to navigate on the filed STAR at your last assigned altitude.
The STAR will provide instructions on what to do upon reaching the last waypoint if you haven't heard otherwise from ATC. Normally, STARs will instruct you to fly a heading or continue on track until advised by ATC.
However, many smaller airports may not have published STARs, or the STARs available may not be applicable to your aircraft type. What then?
When you reach the last waypoint in your route, if no STAR is filed, simply navigate directly to your destination airport or request vectors from ATC if you are unable to do so. From there, you can expect ATC to issue radar vectors to the active approach.
For example, if you are flying from KBDL to KACK, the preferred IFR route is PVD PVD167 NEWBE DEEPO. At DEEPO, if you haven't been given further instruction, you would proceed direct to KACK (your destination), and expect ATC to issue further instructions as you approach.
(If you've made it a few minutes from the airport without instruction, or if you feel that you're getting too high for a reasonable descent profile, query ATC for instructions).
As always, if you have any questions about your clearance or routing, inquire with air traffic control.