You are correct. In this scene, the Nurse breaks the news to Juliet that Romeo has been exiled.  Earlier, in Act II scene 5, the Nurse had promise to obtain the "ropes"--a rope ladder--so that Romeo could climb up Juliet's balcony for their wedding night.

In the passage you refer to, Juliet is addressing the ladder: "Poor ropes, you are beguiled" (tricked); the ropes were to be Romeo's "highway" to her bed, but now that Romeo has been banished, the ropes appear to be of no use.  Next, Juliet says  that she is going to die a maid: "maiden-widowed" (because it is as if her husband is dead).  In Juliet's last line of this speech, "And death, not Romeo, take my maidenhead!", the irony is that she plans to hang herself using the same ropes that were to bring her the joy of her wedding night.