That would change the name from "wooden door" to something else, but I assume its the second part you want to set.
Once you've connected the door in one cell to the corresponding door in another using the teleport tab, the cell names are automatically filled in as the targets of the door doors. E.g. If you connect a door on the exterior of a house in a city to one in an interior cell then the outside door will be labelled "wooden door to interior cell name" and the inside door gets labelled "wooden door to city name".
Just to complete that thought... In order for a door leading to an exterior to read something other than a generic "wilderness", it must be linked to a cell which is in either given a specific name within that worldspace, or which is part of a region with map data. If you're placing this location in one of the vanilla cities, this will already be present, but if using your own worldspace, you will need to define this.