You *may* add them to any adventure you wish to if you want, but you're right in noticing that only a couple of the adventures specifically mention them in their special rules. Officially speaking, you only use doors in the adventures that specifically tell you to, but if you want to house rule it and have doors every time, there's nothing stopping you.
Personally I think the doors need some house rules to make them more interesting and have an effect on the layout. People have discussed this in several variant threads. Otherwise they are nothing other than a further obstacle.