No. It's a question, so needs a question mark before the quotation mark.
"Who is at the door?" she asked.
does the s in she gets capatalized
No.
no
and as Ms. Sue said, grammar is spelled with an a before the r.
Yes, there should be a comma before the word "she" in the sentence you provided. When using dialogue in writing, a comma is typically placed before the quotation tag, which in this case is "she asked". So the correct punctuation would be: "Who is at the door," she asked.