The place to find out what constitutes complying development and non complying development is your local council, not this forum. Development requirements can differ from council to council, state to state.
Yes it does matter if it is a load bearing wall – a lot. To weaken such s structure without the proper structural engineers report and rercommendations could cause significant damage to your building as a whole.
To make such a change would require not only the aforementioned engineers report, but council permission and owners corporation permission which would no doubt include a special by law or exclusive use by law drawn up. With such additional costs to yourself for this window to door transformation, you would have to weigh up if it is really worth it.