Flier: a through train at last (5)
I believe the answer is:
avian
'flier' is the definition.
(an avian is a bird, something which 'flies')
'a through train at last' is the wordplay.
'through' becomes 'via' (I've seen this before**).
'at last' suggests the final letters.
The last letter of 'train' is 'n'.
'a'+'via'+'n'='AVIAN'
(Other definitions for avian that I've seen before include "Regarding birds" , "Like rails, for example" , "Like a booby" , "Resembling a bird" , "Relating to birds" .)