Use the stud finder to locate a section of the wall that has no load-bearing beams or studs. Use the built-in electrical sensor to make sure the area has no electrical wiring. Make a cut into the wall with a reciprocating saw to make a hole that is 6 inches wide and the height of the door you want to install.
Look behind the wall to determine if there is any electrical wiring in the area or other reasons not to place the door there. Cut out the outline of the door frame in this location, lining up one edge of the door frame with the side of a stud, so the door frame can attach to this stud.
Put the frame in place in the doorway, cutting out any excess wall if needed to make the frame fit perfectly. Cover the doorway with caulking and slide the door frame in place. Adjust the placement of the frame within the doorway until the door opens and closes easily. Hammer shims in place under the door frame if necessary to adjust the frame alignment.
Drill holes through each of the frame screw attachment holes using the hammer drill and a masonry bit. Attach the frame in place using 3-inch masonry screws. Remove any visible shims.