Why aren't you supervising a 3.5 month old puppy? You wouldn't let a baby crawl around on his own, so you shouldn't let a 3.5 month old puppy do the same. The house has too many tempting things that can hurt him, or that he can destroy without supervision!

GREAT that he has learned to go to the door, but its your fault you didn't notice -- you should be with him at all times. As he gets older and has prooven he can be trusted in the house then you can let him roam unsupervised and then he'll have learned naturally how ot come tell you. Until then stay with him at all times.