The door should be unlocked after you complete the second quest and are a member of the guild. Is the quest listed as complete (with Rob teaching you a skill of your choice, from a thief-appropriate selection)?
Do you have a recent save that you can reload and try completing the quest again?
You can get in using the techniques in either of the following topics.FIX for the Missing Catacombs PortalTeleporting Anywhere, via hex editor
You don't need to use the thieves guild sewer entrance. It is a little closer to where you need to go, but any sewer entrance will work (you'll probably want to eventually clear the sewers, anyway).