There is no way to get into the locked doors in the arena; presumably those are the cells for the creatures he summons.
If you leave the first 4 invoker jewels where they are, get the one from the arena and then return to place all 5 in the machine at once, you get some kind of a reward (I used the first 4 right away in D2:ED, then someone posted the correct method -
invoker crystals).
