If it is a chain drive, lube the chain - SAE 30 motor oil works here.
Wipe off the extra.

If a worm drive, use grease. Automotive ball joint grease will work
just fine. Lubriplate is also good (non-migrating zinc oxide grease?).

Look at ALL the joints and rollers -- the door hinges, rollers in the
track, etc. The oil will work itself in here with a few cycles of the
door. The pump oiler lets you get it to the bearing.. I use SAE 90 gear
oil here -- stays in place betters, and doesn't drip as much. Getting
up on a ladder might be necessary to reach everything. Make sure to get
the bearing in the spring system, as they are under a lot of tension
and have a lot of friction.

About once a year does the trick, or when things seem to get noisey. I
haven't found greasing the track to make that much difference, though
it does help to cut down the "rattle" a little.

WD-40 is basically paint thinner (Stodart solvent) and a propellant.
Good for loosening things up, but little or no long term lubrication
qualities.

Your milage will vary...