You could have each door store a coordinate vector indicating where it leads to - it can be just a variable. But it’s more convenient to attach a scene component (billboard, arrow, etc.) so you have a visual representations of the destination. This way you can manually position (and rotate!) it where it’s needed.
If you have just doors to interact with, trace ahead and cast to the door on interaction. If you have more interactive objects than just doors, look into interfaces. These will allow the player to E - interact but the implementation of that call will be on the respective recipient’s side.