How can I open doors?

If a door is not locked, you can go through just by walking into it.

Some doors are controlled by switches.  If there isn't a switch in reach,
your Magic Ball should be able to reach it.

Others require keys.  Keys are generally found like other power-ups (by
searching with the "action" key) or appear when you've killed an opponent. 
In most cases, leaving a room will cost you your key, and you'll have to get
another when you return to the room.