Melody, my budgie is a white melopsitticus undulatus opens cage doors. She figured this one out herself( I do not know why) but I managed to teach it to my other bird, Harmony. He took about 2 months to catch on.
Put your bird at the cage base(WARNING: Only if your birdie is okay with you handling it. If you haven't hand tamed your bird yet, then don't do this. It could make your bird develop a phobia of hands( what would you call that!? Handiphobism?!?) This happened to Melody when I was teaching her to jump to my shoulder about 2 years ago. She would run away or quickly swing into her cage.) After that, gently hold your bird's head and tip it upwards, opening the cage door(this is for the sliding cage door ones, like the ones for budgies.) If it is the ones with the cage doors that swing out, let your bird be able to see you push the cage door open, and eventually, it will push the cage door open yourself. If they do it, give them a reward. Eventually, the bird will catch on.
Other way: (I used this with Melody to teach her to tightrope and climb down stairs) Put the food outside the cage. Then purposely open the cage a few times every day and leave the bird alone. Melody uses this way( best suiting her "I'll learn it quick if you give me stuff for it!" type attitude) If this doesn't work, do feed your bird, but then repeat the steps. The bird will figure out it needs to do that if it wants to be fed.
Basically, you need to show your bird how to do it, and then, if it is really not catching on, then gently hold them and use their body to show them. I cannot guarantee results, but all three times I tried teaching my parakeets(other two died Melody is the last one alive) It succeeded.
BTW: Melody opened a number lock onceI have no idea why.