Hi IShadowdark,
Sorry to hear you've been having difficulties! I believe you are referencing King's Comfort, what with the mention of a sauna door. In King's Comfort, the first item to find is a set of keys. They sort of blend into the door they hang from. It's the front office; there are keys jammed in that door. This will give you access to a bunch of the rooms. From there, you're on your own! Good luck
Let us know if this solves your issue. (Also, for an extra challenge, launch the game between midnight and 1 AM!)
Cheers,
Scythe Dev Team