Sanding is the key to all good finishes. Without a pic, it is tough to say what is the best strategy.
Assuming the doors have a stain/urethane finish on it currently, sometimes weathered wood can be improved by sanding, re-staining, and a few coats of finish if it is not too bad. A light sanding with 220 grit paper to even it out, you will have areas where you may be down to some bare wood, and some areas where there is a bit of finish still on it. I would use a block, and wrap the paper around it, and also wear gloves. Put a fan on to blow dust, maybe wear a mask if steady air flow is not available? There are some specific sanding blocks available in most paint stores that have a good grip. Your hand/arms may get tired or cramped. Change your paper regularly as it may clog up or dull. Dust it off, stain with a 2-3" brush in manageable sections, wipe off excess with a clean rag, then three coats minimum of a spar varnish, I prefer oil based Minwax Helmsman satin or semi gloss. Then sanding lightly with 280 paper in between coats. Use a good 3" brush made for solvent based finishes. Not the cheap or disposable ones.
Side note, I am an 'old school' guy and therefore will say an oil based urethane. Yes, it takes longer to dry (24 hours) and need sanding in between coats. But I feel it gives a superior finish and better UV protection. Some may have a preference for latex based urethanes, those you can recoat in just a few hours, or perhaps some of the wipe on finishes like Osmo or Rubio. Those are newer finishes but I have never used them for outdoor work. A good paint store may be able to guide you on other types.
If the wood is in really bad shape, hand sanding will be frustrating and enormously time consuming. Renting or buying a disc sander ($50-100?) may be best? Then you need the paper that is specific for that sander so the disc stays adhered. Some are a 'hook and loop' type, similar to Velcro. Others are PSA, pressure sensitive adhesive, just stick on and peel off. I would sand then to bare wood with about 80 or 100 grit. A lot of dust if the sander does not have a bag or vac attached! Then do a light hand sanding with 150 or 180 grit to finish off. Cedar is a soft wood so it will sand easily.
Then follow the steps above to finish.
Any slim chance you can take the garage door sections down? Always easier to work on a flat surface at a comfortable height.
Let me know if you have any other specific questions about any of this. I gave a general overview, you may need a few more details depending on your situation and condition of the doors? It is a fair amount of work, it will take hours and hours to sand. But that is the key to a good finish. Staining and urethane are fairly quick.
