The meaning is the same, but the implications are slightly different.
"This door doesn't close properly" implies that this may be a permanent situation. It is a statement of fact about the door.
"This door won't close properly" suggests that the door is 'refusing' to close. This could be a temporary situation, for example:
'This door won't close properly'.
'That's because there's a bag on floor just behind it. Look!'
'Oh, yes, of course. I didn't see that bag. I'll move it away.'