Ladders are non-moveable items that can be used to go up a floor or down a floor. To go up a floor, "use" the area at the base of the ladder (where the ladder meets the ground). To go down, simply walk on to ladder's hole. Most ladders look like this:
Though they are rare there are trap door ladders, that you may only go down (Like some holes in the maze of lost souls), but not up, even by using a rope. You can tell these ladders from regular ones, because the ladder on the trap door ladder looks "sawed off" and you see only a small (unusable) ladder segment.