Don't try to adjust anything yourself if you have no idea how it works, but what you're describing sounds like the thermostat might be broken or out of adjustment, or maybe the three-way valve that controls the flow to the radiators isn't closing properly. Closing the doors to the rooms shouldn't keep the boiler running if it's already reached the temperature, so there's definitely something that needs checking. I'd recommend calling a technician because an old boiler running all day won't just spike your bill, it could also be a safety hazard ⚠️ In the meantime, try manually adjusting the temperature to see if it responds.