I'm up tp level far, I've crossed Baldur's Bridge and talked to Scar, but how do I actually get into yhe city? I get up to the wall and there's no door.

There's an entrance to the west, past where you talk to Scar. It's a bit hard to find, you need to do some mouse work to find it.

try turning up the contrast on you monitor a bit. The entrance is just to the right/north of a turret. It looks like a stone archway. It does not show you the open/closed doorway symbol that you see on houses. Once you walk through the wall yoou will see the edge of the map where you see the symbol for moving between areas.