You haven't provided enough info to get any usable info. What brand window and door did you buy? Did the contractor tell you the windows came painted before signing. If the door is all steel, why would you think it would match the windows? What does your contract say?

These are all questions you should have ensured were specified in the contract. When I draw up a contract it stipulates the exterior color of the windows, the interior finish whether they come through primed or prefinished, and what is expected of me after the installation, am I painting or is the homeowner. The color of the hardware, the type of screen, the type of hardware. Patio doors usually do match the windows, however that being said I have seen some contractors try to use a full light entry door instead of a French door because they are cheaper, then yes they could be a steel or fiberglass rather than a wood interior door. Again this should have been spelled out in the contract before the job was started. I know there are some contractors out there who feel they do not need a contract, but it is to protect them as much as it is to protect the project owner as all expectations are laid out in black and white. Also any change orders should be signed by both parties to document both parties understand what the change is going to be.

I would love to do jobs by just a handshake, but I am also a realist that both parties need to understand what is expected of them and what specific material is going to be used. A word of warning here is if the contract specifies a product or equivalent, there can be problems as to who determines the equivalent, it is better here to specify a certain product, with a desired replacement product by name if the primary choice is not available.

It is always better to get everything in writing