How do I set Alexa up so when I open a door it greets me with a saying?
As the esteemed @rafale77 says.
What are you going for? ‘Home again, home again, clickety click’? 
Hmmm, actually I think I quite fancy that myself. It is Roy Batty’s birthday and it was set last year!
C
You can’t easily currently.
Vera has to expose sensors (contact, motion) to the Alexa Sensors API. Once that is done you can then set those up in the Alexa app and create a Alexa Routine that can then Speak something when a sensor changes. I do this today with other platforms but it’s up to Vera to make the changes on their end…