To make the frames independent like the window (and for texturing) you must return to Polygon mode.
Structure > Edit Surface > Split to make the frame groups.

You will now have Cube.2 in your object list - rename it to frames or something that makes sense to you.
Next - Select the original Cube and go to Main Menu > Edit > Delete the faces selected.
Use the same procedure you used to make the windows to create a front door and frame.
Just live select the front face of the cube, cut the shape with the Knife. Surface > Split to make the door separate.
Select the original cube and delete the unneeded remainder.