If it one that doesn't have a key but has a hole stick a paper clip or something similar in the hole. Or you can use a credit card or something similar and slide it between the door and the jam where the door handle is.
Run your hand along the top of the door frame. Most houses come with the "key" for those type door knobs. If one isn't there, check the top of the frAme in all the rooms. It's standard practice for installers to put them there and it comes with the door knob kit.