i move the 'x' onto the doors and click but nothing happens...

Did you change key bindings or the way the mouse works? (either in the game options or in DosBox)

In case you don't know how lockpicking works, searching the internet might help ("daggerfall pick locks", for example). You'll likely come across this link: [url=https://en.uesp.net/wiki/Daggerfall:Lockpicking]https://en.uesp.net/wiki/Daggerfall:Lockpicking[/url].

thankyou, i realised i wasn't using steal mode

You can also use your weapon to open the door if you keep hitting it
Or use a spell