That would be quite a predicament! You could go one of two ways. First, the door to the outside is probably unlocked; you might have to take your chances with the skraelings outside :O
Second, I suppose you could justify crashing through the locked door using Strength (you wouldn't have time to use lockpicks), taking damage as usual for the attempt.
The great thing about solo RPGs is that you can make up your own rules if I, the creator, fail you!