Simple and more lightweight blinds like your Roman shades often have a small, steel triangle shape hook on each end of the blind. You can attach them to a wood door with something like an Ook hook and simple nails.
If you're going for traditional blinds with what's called a header and your door is steel you need a drill as they require brackets and likely a professional or at least a local handyman. Browse HD or Lowe's and ask if it's a DIY or get help.
I've created many a disaster on my way to success. But when you succeed, boy do you ever feel BOSS! 😉
@jellyBEAN I have an idea that could possibly work. It all depends on why you want the covering:
1. For privacy
2. To block the light
If privacy and a level of light filtering is what you seek then I can highly recommend:
Gila Brand 36 inch wide by 78 inch high privacy control frosted tile window film.
That's the exact product name.
Here's a picture of what it looks like on a door
I bought this exact window film from Menards in the fall for two skinnier windows in my family room that face my neighbor's side door.
The roll runs 35-40 dollars and I also bought the GILA application kit.
If you watch sales or check prices around you could get the solution to your concern for $50 and under.
It is not sticky like contact paper and is very easy to put up yourself. There are even videos online that walk you through it.
There are a variety of patterns by the GILA brand (no I don't work for them).
They even have one that looks like a faux shade
@cbrite They've come a long way with privacy film over the years. I think about the privacy film on the lower bathroom window upstairs and it's probably contact paper 
It was what was available and standard at the time.
I don't like the thought of putting holes in a metal door so I completely understand where Jellybean is coming from.
My front door is steel and I love that thing because the fit is absolutely perfect. The downside of the door (it was here when I bought the house) is that the glass in it has a window with diagonal muntins. I think that's what they are called.
This was back in the day when the muntin design was on the outside of either side of the glass. It's hard to paint them and they end up looking like cr*p given enough time.
The inside of the door has a curtain that is threaded through a top and bottom rod. This means that there are 4 brackets with coordinating holes on my inside of the door.
I don't want to get rid of that door - it's a non standard size. I can replace the window and will likely go with one that has blinds bedtween the glass like this
It's not too hard to do it myself. What I find more annoying is that I will have to patch the tiny holes left from the curtain rod hardware. I guess that I will be learning how to use Bondo
