Take the window covering mounting brackets to a home improvement center. Purchase 1- to 2-inch self-tapping screws that are slightly smaller in diameter than the bracket mounting screws.
Position the mounting brackets on the metal door according to the manufacturer's directions if you're hanging window blinds. Mark the mounting holes onto the door with a pencil. If you're hanging a curtain rod, position each end bracket directly above the window opening and mark the mounting holes.
Drill pilot holes into the door at the mounting holes, using a metal-cutting drill bit that's half the diameter of the self-tapping screws. Only drill through the skin of the door.
Insert into the drill an adapter bit that fits the head of the self-tapping screw. Position the mounting bracket on the door, lining up the mounting holes with the pilot holes.
Drive the self-tapping screw through the pilot holes just until the head of the screw meets the bracket. Drive in the screw slowly so you don't over-tighten the screw and strip the hole.