Learn Polish: Dzisiaj zamkniemy biuro bardzo późno. - Today we will close the office very late.

This is the main trick of the Future Perfective! Polish verbs usually come in pairs. The verb root here is perfective, meaning it focuses on a completed action. When you put a present-tense ending like -emy onto a perfective verb, it automatically creates the future tense, because the action will be completed in the future.

Where is the word for "we" in this sentence?

It is built right into the verb zamkniemy. The ending -emy tells us that "we" are doing the action. In Polish, you can usually drop the pronoun my (we) because the verb ending already makes it perfectly clear who is doing the action.

biuro is the thing being closed, so it is the direct object. Why didn't its ending change?

You are right to look out for the Accusative case here, which is used for direct objects. However, biuro is a neuter noun because it ends in -o. For all neuter nouns, the Accusative form looks exactly the same as the basic Nominative dictionary form.

Why does the word for "late" end in -o (późno) here?

późno is an adverb. It describes when or how the action happens (when will we close? very late). In Polish, many adverbs are formed by taking a descriptive adjective and changing its ending to -o.