This page of the Hitman 3 guide explains what are the shortcuts found on the maps. You will also learn how to unlock more shortcuts and whether they stay unlocked permanently.
Shortcuts are a new feature added in Hitman 3 - they were not present in the previous two installments of the series. They work similarly to, among others, those found in the Souls series - you can use them to travel faster through different parts of the map.
The most common type of shortcuts are ladders that can be lowered. This is especially useful when climbing - you can get somewhere higher much faster. This works both ways, of course, – you can use a lowered ladder to, for example, get out of a dangerous location more easily.
Unlocking the shortcut may require an additional item. In the case of a ladder, it may be the crowbar. You can always find the items you need on the map, or just take them with you on a mission (if you have them in your "permanent" inventory).
Some challenges are associated with certain shortcuts - you can find them in the Discovery tab in the pause menu. This is a good way to determine what shortcuts are still to be found on the map.
Every unlocked shortcut remains opened permanently - a very useful feature when you are replaying missions to complete other assassination variants. You will be able to get to a mission-related location faster and easier (e.g. avoid the guards blocking some passage or entrance to a room). Try to discover and activate as many shortcuts as possible while exploring each map for the first time. This will pay off in the future.