I havea 1040 sq Ft. Bi-level home. One room in my house is cold. I have a force air gas furnace. The door to this room is always closed. What can I do to make this room warmer

If the room in question does not have a return vent, you may have to undercut the door to allow more air to escape from the room, or install transfer grilles in/above the door. Try this: turn on furnace blower, and hold door open about 1/2"-1". Do you feel air rushing out through the gap?

I've also got one cold room in my house, similar situation. Forced air gas fired furnace, brand new building, and with the cold weather this one room is 4-5 degrees C colder with the door closed, and ever 2-3 degrees C colder with the door open.
The room has a cold return of its own, as do all the rooms in the house. This room is on the top floor with two outside walls. Any ideas?

Most likely, insufficient airflow to the affected area. Check the supply ducts near the heating unit for dampers.

No dampers that I can find on any of my ducting.

On a [possibly] related note, I now have cold air rushing in through my range vent, which coincidentally is directly below said cold room...

The range vent should have some type of "flapper" that closes when the fan isn't running. It may be located on the outside vent termination, or inside the vent fan housing. Check for sticking open.