The Elgin Marbles are a set of statues and friezes removed from the Parthenon in Athens by a British Lord Elgin and taken back to England at the beginning of the 19th century. Keats would have never seen them in their intended placement situated on the temples of the Acropolis complex. If you do a quick image search you can see how they are currently displayed in a museum.
Therefore, the poem is not referring to any literal pillars, pinnacles, or steep constructions. The language is metaphorical. Think about the phrase, "pinnacle of achievement" for example. Keats had very weak health his whole life and died aged 25. Mortality and human frailness are frequent themes in his work.
The poem compares the height of human artistic achievements, in the form of ancient art, with Keats' own desire to achieve something worthwhile and similarly long-lasting before his inevitable death. He uses the language of struggle and pain, but also glory and grandeur.