Capri is a non-linear game. You can go anywhere, anytime. There are 3 places that you need to have things done before you can access them. The walkthrough was written to make the least (I think) possible walking around.
The niece will answer the buzzer only if you have the correct cheese to give her. It is the caciocavallo (yellow ducklike cheese) bought from the first delicatessen. Check your inventory and see what the label of your cheese is.
The arrows in the destroyed lab is for a later puzzle and they are not translated to letter. The position of the arrows are what is needed.