The manual explains step by step how to assign a key to a door. Work from the idea that you start by entering the segment library and picking a door whos name ends with (key), then go to the entities library and select any key from any category. Paint the door into your level and drop the key into your level. Test the game and you can approach the door, a message appears, collect the key and then you can open the door with the RETURN key. The SCIFI level 2 FPM shows this in action.
To make the key ONLY open THAT door, you change TWO items of data. You change the NAME OF THE KEY (from 'key' to 'ironkey'), by right clicking the key entity and modifying the first field item at the top left area of the proprties window. Do not forget to click APPLY CHANGES! You then right click the door, and you will notice the properties for the door entity shows a field called USE KEY with the na eof the key to the right, ie 'key'. You can guess what you need to do, that is right, change the name of this field from 'key' to 'ironkey'. You have now assigned this unique key to this unique door.
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