To solve this problem, I need more information. If you tried to open the door above which was the inscription "Exit", then perhaps you did not complete the tasks that can be seen on the Tab button, if you completed the tasks and the alarm went off, then a minute will pass before the door opens. If the problem occurred when leaving the room in which you appear, where the door says "Hallway", then try to re-enter the game.
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This problem may be related to the fact that you do not have the interaction button configured. It is also possible that you did not notice the key if this happens in the room where the door says "Storage Hall". Exclamation marks are rotating above the keys everywhere. If this happens in the very first room where it says "Hallway", then this may be due to insufficient power. If it is not too much trouble, please attach screenshots (F1) or a video if the problem is not solved.