"Who is at the door", she asked.

is there a comma before she.

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.