Wso2 Dev Studio can be used to create different carbon related projects, including ESB projects. https://docs.wso2.com/display/DVS380/Creating+ESB+Artifacts contains the basic information on how to add ESB artifacts. From the different endpoints we can add, Loadbalancer endpoint is one option that is available.
Most people are confused with the automatic folder that gets created when adding a LB endpoint in dev studio, called 'complex-endpoints'. You do not need to worry about this since this folder just contains some meta information for a scenario like below.
In a scenario where you need an LB endpoint inside another LB endpoint, suppose a user needs to add two address endpoints to inner LB endpoint . To open up the inner LB diagram in a graphical editor we needed a physical file in the workspace even though its an anonymous endpoint. Hence the creation of 'complex-endpoints' directory is to store these physical files that are automatically created , for anonymous endpoints like LB,Failover. These are metadata and will not be listed in any Composite application project's artifacts list.
Another issue most users complain is that though they have added LB endpoint, this does not appear in the tool pallet under 'Defined Endpoints'. This is probably because your ESB project's artifacts.xml does not have the entry for this endpoint. You could view this file through the file system.