You mean put a door first? I tried to put outside but where the elevator door was in the wall, that didn't work. I put them inside they worked, I used moveobjects on
The elevator has a door attached to it already, so you don't want to put in another door. But that door must be attached to a wall, so there needs to be at least a 2x2 empty area behind the wall where you want it to go. Of course, you need room in front of the door as well, so make sure you have a 2x2 area (I believe) in front of where the door will go, too.
Another thing to keep in mind is that if this elevator is going to pass several floors, you will need space on each floor between the bottom floor and top floor to accommodate the elevator. If you don't want access to the elevator on these floors, you have to place an elevator shaft (also in the build mode menu) in that area instead.