It is not a different kind of force which enables the rock to hold the door closed, but a different kind of mechanism for providing that force.
The contact force from the rock presses against the door while friction (another contact force) with the ground prevents the rock from being pushed away by the door. Contact forces are electro-static reaction forces which prevent the electrons in two objects from being made to occupy the same space.
Machines and motors can also exert passive contact forces against the door. Bolts - which exert contact forces against the ground - prevent them from moving. If the machines contains a piston, cogs and a ratchet, the ratchet can prevent the piston from being pushed backwards after it has pushed the door closed.
If the piston is pushed by a steam or combustion engine, the pressure of the steam or combustion gases can provide a constant force to keep the door closed, as long as there are no leaks and the cylinder does not cool down. The exhaust vent must be locked in place to prevent the gases escaping. This acts like a ratchet.
If the machine has no ratchet-like mechanism to prevent the piston from moving backwards, then a constant supply of energy is needed to maintain an active force against the door. Water wheels require a constant flow of water to maintain torque. Electric motors require constant electric current to maintain a constant torque on the armature. The coil of the motor has some resistance, however small, so the current dissipates energy as heat in the coil.
This is in some way like the active forces provided by humans. It takes no energy to exert a passive force by leaning against the door, but we get tired when actively exerting a constant push against a door, or when holding things up, even though no work is being done in a physics sense. Our muscles consume energy just to keep them in tension. See Why does holding something up cost energy while no work is being done?.