Yes, it's British slang. Adrian has explained the meaning perfectly. It could also be used to refer to your landlord chasing you for rent, a neighbour complaining about the noise, someone coming to your house to collect debts, etc.

Yes, it carries the suggestion that the person whose door is being knocked on is in some sort of trouble. . . . . 'I expect a knock on the door' can mean that you are expecting someone to come round to your house and 'apprehend' you for some misdemeanour.

maybe it's a slang phrase from England....could someone help me interpret it ?

I've never heard that phrase be used anyway other than literally.