Ladders are used to climb up/down, more easily than stairs or if you aren't going to survive a fall.
Ladders are also sometimes used for parkour maps
You need to place the ladder on a block first, and then to get up, you walk into it and you keep ahold of the foward button (default W). To go down, walk into a ladder and let go of the keys.
Ladders can only take up 1 block of space, and 2 can't be placed in the same block.