There are many methods available for that. you can try rubbing it out with WD-40, rubbing it with nail polish remover, bath oil, rubbing alcohol. Even food items such as bacon grease, mayonnaise, and baking soda will work. After you remove it, sometimes you might need to reapply a layer of wax, polish or a coat of paint to retouch the damage it had caused.
Tree sap is like tar when it comes to removing it from surfaces you don't want to damage. You'll read a lot of recommendations for rubbing alcohol on a soft cloth, but the alcohol may mar some painted surfaces, so do a test low on the door first. Rain-X for windows will dissolve tree sap; put some on a cloth and rub it into the sap until it peels up. You might try Murphy's Oil Soap. Use it straight up and rub it into the sap. Let it sit for 15 minutes or so, then use an old credit card to scrape the sap off the door. (The credit card won't scratch the door as a putty knife might.)