There should be kind of a wrought iron patterned door for the 3 rooms and the hallway leading further into the headquarters. A solid ice/glass section should come out of the wall a short distance on either side as a frame, with the doors themselves being a fairly open pattern. Standing in the middle of the entrance, selecting the door to open it should have it swing inwards, and you no longer get the option to select the door unless you go inside the room or point the crosshairs at the hinge along the edges of the solid sections.
Not getting the doors at all could be a bug/glitch, or a problem with your install.
Try running the game as administrator, and in the compatibility options disable desktop composition (in Vista/7).
Did you try doing a clean reinstall of the game?
Did you shut down all non-essential programs (especially anti-virus) before installing the game? Did you get any error messages, or have any problems during the install?
Have you tried different resolutions or changing various graphics options?
There is a
third party texture mod for D2:ED (1GB), but it is a little large to download if you don't know the problem is due to missing or corrupt textures.
First Aid Kit for Divinity IIFirst Aid : when Div2 does not start or crashes