no worries
for Beneath a steel sky
simply go to the left of the screen and pick up the bar '(I don't know what its called... but the cursor will highlight)
pick it up
move to the right of the screen to the door and use the bar (or crowbar) on the door to open it
exit the door.
and after that you'll be able to go down.
Have fun... Beneath a steel Sky is easily the darkest game I've ever seen with such happy colours
EDIT: oh and welcome to Abandonia