The Plateau is full of various different puzzles you have to solve. The one you're talking about has a counterpart structure, with three candles sat around a pillar at varying heights, which depict the order you want to "activate" the different parts on the altar structure. To trigger each colored part, you don't need to use weapons or anything. Instead, you can just walk up to each glowing segment. If it's the correct one, it'll glow up, like that portal you described. If it's activated in the wrong order, you take damage.

For levels with a locked room and no key, you have to find special structures, and trigger them to spawn a key. I can recall two different types. For one, you need to walk along a glowing blue (or purple?) line, around an obelisk. Doing so would spawn a key, as well as some Devilites. There's also another instance where there's two candles, one of them being unlit. You'll have to run around the level some more, to find a torch that holds respawning embers, to light the second candle.

I would highly recommend you do these puzzles. Completing them gives you a few Sigils, but they also have a chance of giving one of the Apocrean materials you need for the event-weapons.