it really just means near, not on the entrance itself. so place a chain like you might for a prison within a square or two of the door you want guarded and assign the dog or whatever trained animal to it. personally i like to just make a pen/pasture zone.

You can build the restraint structure and assign an animal to it. As the other poster said, an easier way to do this is with pen/pasture. I create a burrow around my entrances and assign all of my war dogs to be pastured there. So the dogs will all be lead there then stay there, protecting from intruders. The advantage of not chaining them up is that if they do detect something trying to sneak in, they will chase it outside of the burrow (probably across the map).

A more robust option, if you have the population to support it, is to assign squads to patrol your borders and entrances.

thanks everybody :)