People add "my friend" to the end of a sentence sometimes. It's mostly men who do this when talking to other men.
Some situations in which you can add "my friend" to a sentence include:
When you're expressing your sympathy for someone:
I understand exactly how you feel, my friend.
When you're threatening or warning someone:
I wouldn't do that if I were you, my friend.
This is not a very common way to end a sentence. It's more common to use someone's name or a label like "man" a the end of a sentence:
I don't know, man.