Ok. So making doors and windows should be done by creating new brushes. I meant the doors that are only visible, you can't walk trough them.
I don't get it (for transparent textures)... :(
If, for example, I want to make a fence that you can see trough, I make a brush with a texture background BLUE and GRAY crossed lines. In my map, this should look like transparent fence, but it just replaces BLUE with BLACK. I'm really confused!!!!!
That means that you didn't turn it into a func_wall/func_illusionary (func_wall if you can touch it, func_illusionary if you can't). So do that and then open its properties and set Render mode to Solid and FX Amount to 255.