I too got stuck on this door that would not open, until I read some of the older posts here in this forum.

First you have to make sure that you found the key in the cave. There is a hole in the ground in one of the corners of the area. Jump downwards and retrieve that key.

Then when you've left the cave you have to go stand in front of the door and press the F-key on your keyboard. You can then browse through different keys with your middle mouse wheel. Select the correct one and then position yourself in front of the door so that the symbol of your key and the symbol on the door project as one connected symbol. The door will then open.

Later in the game I encountered another such door and then an icon hovered in front of that door that indicated that I could use the F-key. But that same icon was not shown on the previous door where I got stuck. Therefore I think it was a bug.