How to write a DFA where the second digit is equal to the last digit of binary strings?
You are on the right track.

When constructing a DFA, you have to consider what information you need to store to decide in the end whether the string is accepted or not. The information you need is indeed: the second symbol of the string and the symbol which was read last. So you need four states to store all combinations of these two flags, and the accepting states are the ones where the second symbol and the last symbol are equal. The only thing you still need to do, is glue these states together.

First, there is a third kind of information: the length of the string. If you have read less than two symbols, you are not in one of four states mentioned earlier. So there are six states:

A: no symbols have been read (this is the initial state)
B: one symbol has been read
C: at least two symbols have been read, the second symbol is a 0 and the last a 0 
   (this is an accepting state) 
D: at least two symbols have been read, the second symbol is a 1 and the last a 0 
E: at least two symbols have been read, the second symbol is a 0 and the last a 1 
F: at least two symbols have been read, the second symbol is a 1 and the last a 1
   (this is a in accepting state) 


To finish the automaton, you have to consider what happens to the state if you read in a 0 or a 1. This will then give you the transition function.