Mallorn ladders are not directly mentioned in Tolkien's works; instead, the Galadhrim seem to use rope ladders to access their flets. Flets were small platforms on the trees of Lothlórien, from which the Elf wardens stood guard. (True flets have yet to be added).
They can be found naturally in Lothlórien on the sides of large trees, providing access to the Elven Treehouses in the treetops. But be careful, for if you falter, a long drop awaits you.
Note that only regular Elven Treehouses uses ladders; Grand Elven Treehouses have stairs leading up to the structure.