It's a doodad called "Space elevator ramp". You're right, it does go down. (That's part A of what I did, which is working correctly). I'm trying to make it go back UP, but no matter what I do it just snaps back to the top instead of moving at a realistic speed.
There's a similar one called simply "Space elevator (terrain object doodad)". It's a similar design except it goes down into the floor. In the campaign, this is treated as the top of the elevator, and Kerrigan steps onto it from the upper deck of the prison ship. Then she steps off of the "space elevator ramp" version on the lower decks (a different section of the map) after riding it down.
I'm trying to use it in reverse, so my hero can go from a lower deck up to a higher one (and back again if the player wants).
EDIT: You can see it working in this video from the campaign, from 8:06 to 8:38. So the "go down" animations are easy, but I can't seem to figure out how to make it go back up without just snapping to the top.