Well, both previous posters are correct but a little expansion may be helpful.
You cannot fly a segment (or two or three or ...) that you have booked at the end of the trip but you will be liable for the point to point fares for the segments you have flown if the issuing carrier chooses to come after you. We have not had any reports of this happening to an FT'er but it could. (Note that special exceptions apply to deaths, illnesses, etc.)
To adhere to the letter of the rules you have to end up in the same country or, in some cases, in the same geographic region (e.g. US/Canada; Middle East; Africa; South America; and a few other less likely spots) that you started from.