At the beginning the first door does not open a click, which should pull down the break glass and pull down handle. From what i have seen in YouTube. Do I need to re-install or what?

A quick google doesn't pull up anything except for a mention of a panel below the door and I think that's for one of the other games in the series.

You may want to drop by the game's subforum and ask there if no one can suggest anything:

https://www.gog.com/forum/aliens_versus_predator_classic_2000

If you look on the front page of the forums, you'll see a list of the game subforums along the left hand side:

https://www.gog.com/forum

I'd say check the manual and key listing, it you might be using the wrong action key...

edit: Hmmm Operate is E...