Doors are very confusing as of right now. However, once you get the hang of it you should be fine.
Go to the door (objects) sub-tab in the Characters Main Tab. Chose a door (which are 90% of all choices). Place it. Make another scene. Put a door somewhere. To connect them, you click on the door as you would a character. Say what scene it is going to and the name of the specific door that it connects to. (It helps to name the doors appropriately like I did in Prince Eric, when you have many doors in a hallway or something). IMPORTANT: You have to do this with both doors! Yes, you have to do this twice!
Because it allows you to go somewhere, and then not be able to get back (effectively a lock). It also allows for a “magic” door that makes you go somewhere different than where you came.