Most of my clients know to knock first. Even if the front door is open and the screen door is shut. They need to ring the daycare doorbell. I've had clients in the past just walk right in, so for those repeat offenders I lock the door when I'm expecting them.
I have an open door policy, but that does not mean "open the door and walk right in without announcing yourself first" it means they may come in to the daycare space and make themselves comfortable, spend a few minutes with your child, etc. My husband and daughters would not be to pleased if client just walked into our home!