Hi 
Velokrysia
There are a lot of ways you could achieve what you are trying to do very simply.
Firstly, no you cannot have multiple collision polygons within a single sprite. To build your world I would recommend using the tile-map feature if you are familiar with tile-maps.
However, if you do want to just use a single sprite then you can just use other invisible sprites as triggers for things like transitioning to the inside of a house. Keep in mind that there is a maximum sprite size of i think 2048x2048 which could limit you if you do it this way.
Regardless of the way you do it an easy way to create a trigger is to make a sprite, and set the size and collision polygon to whatever you need. Add it to your scene and place it where you need it. In the left hand window of the editor, set the opacity to 0% and make sure the "enable collissions" option is selected.
In the events editor, you can use the "On Collision with" event to trigger the change by saying: Player sprite 'on collision with' doortrigger - Then insert the action you want to happen.
If you do go down the Tile-Map option there are other ways you can call the door collision, by checking if the player is overlapping a certain tile etc.
Hope that helps