The airlock is a part of every starship. It helps keep your ship full of air as you exit into a hostile (i.e., airless) environment.
You'll find yourself inside your airlock when you enter your ship. To proceed into your ship's control room, just repeat your ENTER or BOARD command.
Similarly, if you leave your ship's control room, you will be in your airlock. Type OUT again to step outside of the ship.
Normally, this is all you have to worry about. But if the environment outside does not match the environment aboard your ship, you will have to type the CYCLE command to make sure the environments match. This usually requires wearing a full spacesuit. Spacesuits can be purchased at your capital spaceport.
You can look at your airlock's room description to see the current environmental status.
