What is the meaning of "On Friday evening last"?

In India some purists insist that we should say :

"He came here last Sunday".

       or 

"He came here on Sunday last".

• He will come here next Sunday.

• He will come here on Sunday next.

The rule is the noun phrases such as last Sunday and next Friday should not follow the preposition "on." They should come at the end.

Examples from Google Books

ON Sunday last, I called your attention to a subject, intimately connected with the happiness, which, as rational beings, ought to excite your deepest interest.
A Series of Familiar Discourses for Every Sunday and Festival of the Year (1827)

and

June 27, 1810
My very dear Friend,
Brother Phanix will set off for London and Colchester on Sunday next, God willing, on the top of the Coach.
The Letters of Dr. Thomas Coke

I do not know whether native speakers still stick to this rule or not.

It's old style formal British meaning "last Friday evening".