An iron door is always locked until you unlock it. For this you will need a key. There are usually good things tucked away behind heavy iron doors, so it's often worth the trials one must endure in order to secure a door key. Each key is unique and will always be found on the same level as the door it unlocks. The key is consumed upon unlocking the door, and the door will remain open thereafter.
Generally, these locked iron doors, beyond which great treasures await you, are never trapped or protected in any way, shape or form. Unlocking the door is a snap once you have the key, which is why you should heed this warning... getting your grubby little hands on a door key might not be as easy as you think.