Do the same things you did before. The important thing is the little thing that sticks out from the side. This is important because if both Sidedefs have different textures, you want to know which one is which. It just makes it easier this way. This is a good scale to work with.
Many people tend to think that a door is just a line.
Press 'Y' for yes. Connect the four corners like before. First 1,2 and 3 and then 4 and 1 again. Now you have a third sector in between the other two big ones. The second Sidedef cannot be activated.