Kiln of the First Flame Dark Souls III Guide

Place the Cinders of the defeated Lords in appropriate places.

After you have explored all of the locations, it is time for you to fight the final battle. To make it possible to travel to the Kiln of the First Flame, place the remains of all the Ashen Lords on each of the thrones. Thanks to this, you will be able to use the bonfire in Firelink Shrine, to obtain the flame. After the cutscene, you will end up in a new location. Light a bonfire there and leave. The next bonfire takes you directly to the arena of the next battle. You can light a bonfire also here, thanks to which you can travel back to Firelink Shrine, where Ludleth was burned and left Skull Ring on the throne (you can still transpose weapons at the throne).

The bonfire outside the darkened shrine will take you straight to the arena, where you fight the final boss.

After the battle with Soul of Cinder, you can return to Firelink Shrine again and use the soul to make a new weapon. Finally, select the ending (summon the Fire Keeper or light the bonfire and enjoy the final cutscene). Afterwards, you can decide to start New Game+ or remain here and explore the area without starting the game over again. (you can activate New Game+ later on, using the bonfire by Firelink Shrine).

Note: You do not have to end the game right after the final boss drops dead. You simply have to leave the arena without lighting a bonfire summoning the Fire Keeper and return to Firelink Shrine, by using the bonfire down the road.