Yes there are several ways to get to the relevant parts quickly. One is by clicking "Last Post" at the top of each thread. One is by using the What's New page, which takes you to the last unread reply.
If you want to link to a given post, copy the url called "Permalink" in the right corner of that post. If you want to see all your posts, go to your profile page and click "recent posts". You can also see other folks recent posts the same way. If you're trying to find information on a specific topic, try the search box.