Training To Failure

In CW’s program Strenght Focues Mesocyle, he recommends not to train to failure, giving an example parameter of a 5RM weight when training with 3 reps for 5 sets. Should I not train to failure in any of these sets, or train to failure only in the last set as I think I have heard before in another thread?
Thanks

Do not train to failure in any of these sets. For example…The Bench Press (3 reps with a 5 rm): Your 5 rep max equals 200, this means that you are able to put up 200lbs for 5 reps and no more, not 6 reps. But, instead you would perform 3 reps with the 200lbs. Therfore, you don’t go to failure, leaving a couple of reps “in the tank” (short of failure). Does this help?

Yeah, don’t train to failure.

I just finished the SFM and if you go overboard with the failure stuff you’ll find your nervous system will be shot.
Don’t do more than what he prescribes. You’ll feel overtrained.

Hope that helps.