First create a new object ladder. It has no events/actions.
Go into your character object.
In the Step event you already have and start by adding the following actions at the end:
Inside the Start & End blocks add:
You should now have all these actions at the end...
Go into the <Up> event. When the character is at a ladder, the up arrow key should move it up, rather than jump...
Before all actions, add:
Then inside Start & End blocks at the top (if on ladder):
So your <Up> event should now look like this...
We'll do similar actions in the <Down> event...
Go into Check Empty and Jump to Position actions and change the Y values from "-3" to "3". Checking if anything just below? If there isn't, move it down a bit.
Add the ladder object and a platform for the character to step off onto at the same height.
When you test it out, your character should change as soon as it touches the ladder; the Up/Down arrows should make it climb up and down, and you should be able to step off onto the top platform.