In the first place, would you even risk opening the door just so a dog can go in?
For dog-lovers like me, the answer would be yes.
Just like the Clarks, I'd definitely bring the dog in; it appeared to need help, and it's a big dog, surely it can protect them if the need arises. Remember, they don't know anything about walkers at this point ... Robert Kirkman stated that in the world where the two TV shows take place, the George Romero zombie movies don't exist, so people don't know what a zombie is, that sound attracts them, that you have to avoid their bites, shoot them in the head, and so on.
That's the best thing about this show, everything about the walkers is still a big unknown to the characters--they don't really know what they're dealing with.