I think it's not just the models but also using the Terrain Objects who do that. One way is to use any terrain object you like, set it transparent either the textures or if you can through the editor, then put the doodad or thing that is supposed to be walked on and it will look as if only the doodad makes it so.
I've used that since war3 lol, e.g there was this cool project Acathla where the creator made some Vespene Refinery, was all well made, I wanted to make units walk over only specific parts of the Refinery because setting it as Doodad to walk on in war3 didn't make the units walk over it everywhere. So there, where I wanted units to climb, I added invisible doodad columns or cubes and when they walked on them, they appeared on the top of the Refinery where previously they couldn't stay above - they were walking on the invisible doodad cubes but it looked like they were climbing the balcony of the Refinery.
Also doubleclick a doodad placed on the map and tick 'Ignore placement requirements' to make doodads go in one another, then page up and down to move them on top of each other.