Add a comma after Look.
Change the en dash after understand to a period.
Depending on the intended meaning, the comma after doors may or may not be okay. If the sentence is intended as an if-then statement (very informally worded, but meaning If we open the doors, then we will let them in), leave the comma where it is. If the sentence is intended of a statement of what did happen (We opened the doors and let them in), rather than of what will happen, change the comma to either a semicolon or a period.
“Look, I don’t think you understand. We opened those doors. We let them in.”