Wow, that's a really bad "tutorial". It isn't even commented.
1. Construct 2 can't create objects if there's no instance of them anywhere on the project, that's why he probably put them out of the layout. Putting them there doesn't affect performance or anything, it just helps to make the layout more "clean".
2. About the door you've mentioned, it took me a while but I found the code. If you go to the right of your screen, click on the "project" tab, and open the event sheets directory, there are two event sheets.
<img src="http://i.imgur.com/4srvMw0.png" border="0" />
He basically creates a black square, makes it the size of the layout, starts fading it, and when it's done it sets Link's position to the room.
This is a really really REALLY bad tutorial to learn from, so please avoid it. The programming on how you move Link around is really... different.