OK I'll explain this like eDan did for the Knife map (or at least I'll try):
Ladder
What we need to do!
1. Make a brush that looks like a ladder but doesn't have any effect on the players, guns, bullets and other stuff.
2. Make a brush that is invisible but lets players climb the ladder.
3. Make a brush that allows bullets to go through but blocks players.
4. Place them in the correct positions.
How do we do it?
1. Make a brush where you want your ladder to be.
Since you probably don't want your ladder to be very thick, you should first decrease the grid size by pressing ].
Select this brush and press CTRL + T, then select func_illusionary from the list. In the properties set the Render Mode to Solid and the FX Amount to 255. Then close the properties.
Texture it with a texture that has a name beginning with { and has a blue background (since you're trying to make a ladder, choose one that looks like a ladder - keep in mind that the blue part won't be visible ingame).
2. Make another brush, the same height and width as the first but as thin as possible.
Texture it with the AAATRIGGER texture.
Select it, press CTRL + T and select func_ladder from the list.
3. Make another brush as thick, high and wide as the first one.
Texture it with the CLIP texture.
4. Place the third brush (the clip textured one) inside the first one so that they occupy the same space.
Place the second brush (the func_ladder) directly in front of the other two (so that they touch but are not in one another) on the side where you want the players to be able to climb - if you want your ladder to be climbable from both sides, copy it to the other side as well.
That's it!
In case you don't have CLIP texture I think it's in the zhlt.wad (Go under Tools -> Options -> Textures -> Add Wad then go into the folder where you have the zhlt tools and select zhlt.wad).
...and that's the bottom line because Mate de Vita said so.