After you get the second magic cube, the alien spaceship takes off, and you proceed to chapter 8.
Reach Zoda
When you start the chapter, go north and there will be a cutscene. Go north after the cutscene and you will enter the final dungeon.
Zoda, Part 1
Go north and you will encounter Zoda. Take the Laser Gun. Whenever Zoda's hand is about to sweep across the platform, you can jump over it, or if it's not too close to the wall that it's moving toward, you can try to run away from the hand because it never goes all the way across, or you can go to the part of the pipes just in front of the south door to avoid the hand altogether.
When Zoda's head appears, shoot it with the Laser Gun and try to dodge the eyeballs that it throws at you.
Moving On
After you defeat this incarnation of Zoda, go west to start part 2 of chapter 8.