Use a stud finder to make sure there is no metal embedded in the wall you're about to cut into. The method for doing so will depend on the make and model of the stud finder you're using. Consult your stud finder's user manual if you're unsure. Make sure you're using a stud finder that can detect metal in concrete.
Measure the thickness of the wall you plan to cut into. If this isn't possible, consult the original plans of your house. You'll need to make sure you have a suitable diamond-impregnated blade for your concrete cutter to slice through your wall.
Lay your door frame up against the concrete wall you need to cut an opening in. If you're blade isn't thick enough to cut through, use a tape measure to mark out your door frame on the opposite side of the wall.
Put on your safety equipment. You run the risk of being seriously injured if you fail to wear goggles and gloves. If a piece of concrete were to hit you in the eye, you could be blinded.
Cut through the wall with your concrete cutter. If your blade isn't large enough to cut all the way through your wall, also cut through from the other side.