The common undead & other beings currently don't open doors, purposely. There will be special, more intelligent enemies later on that can do much more than open doors.
Posted by Madoc:
"Since when can mindless undead operate door latches? I've certainly never seen this, anywhere. Of course there will be NPCs that can operate doors, but early on these were the only encounters and opening doors, like countless other little things, hasn't been added yet."
I haven't heard anything about noise alerting them right now, but I can practically guarantee that it will be added eventually. Madoc has said that they will add stealth, and he is partial to the system featured in the "Thief" games. E.g. based on light and sound rather than a gamey "stealth stat".
Edit:
found the source:
"I loved the original Thief games. Awesome gameplay. I really hope we can capture some of that in SG. Hiding in shadows, being careful not to make loud noises, hiding bodies etc. These are definitely things we'd like to have in the game. I personally find stealth skills in RPGs quite silly but the stealth gameplay of the Thief games was great."