Yes, you do need a func_ladder to be covering the actual ladder in able to make it work.
Those problems aren't really critical, but if you do want to fix them, just select the error from the list, move your mouse over to any of the 2D views, and you'll see that your curser will look like you selected something. Just press delete and the problem you selected will be gone. This only works for "solid entity is empty" errors, though.
MuzzleFlash:
Have you (or anybody else) ever had any problems with that particular download of ZHLT? I couldn't get them to work for me, so I had to dig up the older (but identical) 3.3 version.