Concept:"Last but not least" is a fixed idiom. It introduces the final point in a list and says that this last point is just as important as the others.
Solution:Fixed idioms are used exactly as they are; no words are added to them.
The correct form has no article: "Last but not least", not "The last ..." or "... the least".
So the sentence reads: "Last but not least, learners must behave well."
A, B and D all add "the" in one or both places, which breaks the idiom.
Key point: Do not add "the" to this idiom, even though "the least" is common in other phrases.
Answer:Option C (Last but not least)