Your first example should use de instead of au to say Je suis descendu de l'escalier roulant. This would mean I got off the escalator. If you were to leave it as is, it would mean I went down to the escalator. If that's your intended meaning, then by all means. :)

Your second example means I went down the escalator. 

Similar meanings, but slightly nuanced. 

By the way, I know what you're trying to convey, but you can use l'escalator instead of l'escalier roulant (moving stairs). I'm not a native speaker though, so if I'm wrong, someone please correct me.