Solution:

A keyhole

Explanation:
It goes right through the door but is stuck to the door i.e never comes in or goes out.

Solution:

Breath

Solution:

Letter 'B'.

Explanation
B + Road => Broad

Solution:

A kangaroo

Solution:

A coconut.

Explanation:
Thirsty: she can drink coconut water.
Hungry she can eat coconut's malai.
Cold: she can burn the cover of the coconut.

Solution:

Future/Tomorrow.

Solution:

I am a needle

Solution:

Egypt

Explanation:
: I Start where the time ends - TIME ends with 'E'
: My second is an expression of surprise - G (geee)
: My third is a question - Y(why)
: My fourth is urinate - P (Pee)
: I end with a drink - T (Tea)

Solution:

Pawns in the game of chess.

Solution:

Future.