This is a quirk of American English: instead of "she walked out of the door" they will say "she walked out the door". Don't try saying this in England.

She danced. She danced across the room. She danced across the room and out the door. She danced across the room, out the door, and down the street. (= She went across the room, out the door, and down the street dancing.) (= She went across the room, out the door, and down the street while dancing.)

She danced out the door = She went out the door while dancing.