He must make his wudu first.
How to join the imam on the prayer when I am late – Shaykh Assim Al Hakeem
https://www.youtube.com/watch?v=H86iB5ldtNE

Sometimes we face situation like that the salah (prayer) has started in mosque and say it is the last rakah, a person has just arrived at that time in mosque without ablution. If he goes for ablution, he can miss the jamat. Now my question is, should he attend salah without ablution? or should he need to do ablution first?