I think it should dropp from one of the 3 death knights, but I didn't so I cannot open the door.
Does someone know a console code to place the key in my inventory, or a code to open the door without the key?
Would be very helful. :-)

It looks like the two items that should be dropped by the Death Knight leader are:
Bone Dancer's Ring: nx1_ring06
Death Knight's Key: b07_key_to_preparatory

Use the console giveitem command with the above codes to give them to your character. Instructions for using the giveitem command are here: http://nwn2.wikia.com/wiki/Giveitem

Regards

Thank you very much, but the door is still closed...
[Edit] The key was in the oven, I made a mistake. Thank you again for your help.

If you get stuck anywhere you can check out GameBanshee, They have both NWN and NWN2 walkthroughs for all the official released modules