The knife ends up in the inventory. Return to the door and again zoom in on the "Call button" box. When you are zoomed in again, you open the inventory via the I-key of your keyboard or via the mouse wheel of your mouse. Then select the knife you just picked ..... Make sure the knife is in the middle circle of the inventory ..... The knife is then selected. Then move your cursor to the screw ..... The knife is then your cursor in a circle with the word "Use" above it.