At the room where you fight the lich in the Marlow quest, (the one with the orange circle on the floor) there are some doors at the back. One of them is locked and can't be lockpicked. How do you open it?

Slight spoiler
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I assume you mean the door at in the cave of the dead thats part of a casket?
Anyway, that is part of the game later on, you don't need to worry about it now.
This isn't much of a spoiler, just wanted to be safe....

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........And in the darkness bind them......

*spoiler*
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if i remember correctly, this is one of two possible ways that you'll be able to gain access into the monastery to face off with Balthazar....the opportunity should present itself eventually....