I wonder of the confusion comes from "knock" being both a noun and a verb.
I decided to knock on the door.
My friend heard a knock at the door.
Well, that's a start at least. It's possible to say "to knock at the door" but it's slightly different in my mind, ie. you're not necessarily rapping your knuckles on the door.
For your sentence, try "you can find more information (by) knocking on the dressing-room door". I'm not sure what you mean by this, but treat "dressing-room door" as a compound noun. No possessive. The hyphen is just a suggestion.