The scent of the Demon Lord was so great that it made it easy for Hundun to locate the room where he was.
Since Hundun was in his cub form, his energy wasn't at its peak, it was after he got to the door where the scent stopped, that was only when he was able to teleport in. He avoided using the door so as not to make a sound, that little sound might cause attention to him, and that's not what he needed right now.