Step 1: Create a new document
Go to File > New (Ctrl+N) to create a new canvas. Mine is 1700px wide by 2400px high at 300dpi.
Step 2: Large Gothic Doorway
Open in Photoshop the Large Gothic Doorway image and use the Move Tool (V) to drag it into the document you are working in. Then go to Edit > Free Transform (Ctrl+T) and scale the image down to fit your canvas. Change the name of this layer to Large Gothic Doorway.