Right at the end of the last video clip on your timeline you will see a small rectangle (coloured orange and grey if I remember correctly.) Right click on this rectangle and chose the option "Fade Out".
OR, on that same final clip, right at the end about two thirds of the way up the object representing the whole video clip (hope that makes sense) you will see a small white "blob". Grab the blob with your mouse (left button) and drag it as far to the left as you want the fade out to last. It will begin at the point where the "blob" now is and be completely black by the end of the clip.