In every vault when you leave it. At the end of the cave there is a door. Behind that door you see some light. How do I put it there? Wich object is it? I am doing to vault 74 tutorial now.

Are you watching the videos?
It think they are apart of the cave.

I have watched the first two videos. Were they create the hallway. Or does that light thing behind the door come in the lightning part??

That light behind the door is built into the cave door tile piece. But setting the overall brightness of your cell will affect how visible/obvious that light is. You do that by editing the cell itself and adjusting the fields in the 'Lighting' tab.

I Cant find a object that i have to place between this door and the existing floor. And Where is the floor that should be above the door?

Link to a picture.
http://img443.imageshack.us/f/galleyproblem.png/

Those are just room pieces. Any piece that starts with VRm. The Galley is just the inside area, the actual outsides are rm pieces, so you can make it any shape or size you want. It should tell you in the V74 tutorial. It has that diagram with arrows going to each type of piece with their name. Plus you will very quickly get used to the way the name all pieces.

I am at the part where you need to finish the vault 74 with a picture which I sometimes find a bit confusing since there are no names for all object but I will try something out.

Look at an existing cell that has those peices. Basically, any interior cell that starts with 'vault'.