If you hear knocking in a dream, your dreaming mind is probably trying to draw your attention to something or to warn you about something.
You may be paying too much attention to a trivial matter and ignoring something that is more important or more urgent.
It is possible that you are ignoring an important matter because it is very upsetting to you and you would rather not face it. Your dream is telling you that, regardless, you must do something about it because the problem will not go way.
If you dream that you hear someone knocking on a door and you answer it, but nobody is there, it can mean that you are not ready to handle a new piece of information.
A dream that you are knocking on a door but nobody answers can mean that you are feeling excluded.
Knocking on the door to the home of someone you know can mean that you want to be more involved in that person’s life.