The GSX manual doesn't cover this, because your question doesn't have anything to do with GSX. Instead, your question is a question about "how do I open a door in the PMDG 737"
And the reply is, of course, you open it as you always had to do, regardless if GSX was installed or not, which in case of the PMDG 737, means using the specific Doors menu on the FMC.
Now, you are saying "GSX keeps asking me to open doors that don't seem to be there". What door, exactly, is GSX asking you to open ? The PMDG 737 is an internally supported airplane, which means GSX knows about its doors configuration, and it calls the doors using EXACTLY the same names as used by PMDG in the FMC menu.
So, what was the name used by GSX to refer to that door ?