This requires panels like the "Decorative panels" to be in the places you wish to convert to doors. The panels will adopt what you have sent in your style settings

While in the 3D section of KD Max, In the Door tab, Click "Transfer To Door"

Follow the tool tip and left click the panel you wish to change to a door

For the larger panel we can make use of "Divide" to split it up into multiple door panels

Repeat the sets as before, Click the "Transfer To Door" tool

This guide provides step-by-step instructions on how to add door shapes to panels in KD Max.

KD Max - Adding Door Shapes to Panels