You have 2 questions:
- What is a scene?
- When do I roll?
They are both pretty simple to answer, in fact, they both have official answers for the Fate Core or FAE systems. FAE is just an implementation of Fate Core with certain dials set in certain positions. If you have questions about FAE, you can usually use the Fate Core answers without difficulty.
From the Fate Core SRD:
A scene is a unit of game time lasting anywhere from a few minutes to a half hour or more, during which the players try to achieve a goal or otherwise accomplish something significant in a scenario.
So a scene is the piece of the story where the player(s) are focused on one particular goal. Your player wants to charm her way into a place where she wants to go but isn't welcome. That's one scene. Some changes might not constitute a change of scenes. If she changes goals, for instance - she fails to charm her way in, so decides to sneak in instead, I would probably consider that a single scene if there was nothing interesting between the two efforts.
But I just said, "she fails to charm her way in..." which brings us to the question of when to roll. That also is addressed in officially.
From the FAE SRD:
Often, you just succeed, because the action isn’t hard and nobody’s trying to stop you. But if failure provides an interesting twist in the story, or if something unpredictable could happen, you need to break out the dice.
This presents the key elements of the decision:
- Is success assured?
- Is failure interesting?
First, check to see if success is assured. This is a good rule of thumb for many modern games, often summed up as Say "yes" or roll the dice (from Baker's Dogs in the Vineyard, I believe). If this is something a competent, proactive character (as all Fate characters are assumed to be) could do, just let them do it and move on.
Then, even if success is not assured, you need to ask yourself if failure is interesting. Is there going to be an exciting consequence to failure? If the cop rolls to smash down the door and it doesn't work, rolling again to try once more is not interesting. If it doesn't work and now the bad guys have gotten to their helicopter on the room and he has to figure out how to pursue them in the air, that's interesting.
Also, remember that you can fail forward in Fate. Failing forward means you got what you wanted....almost. So your gypsy PC tries to charm her way inside - and fails. Instead of just saying, "Nope, he won't let you in," failing forward would be saying, "The guard grabs your arm in his steely grip! 'Gypsy scum! The boss'll want to get a look at you!' He drags you inside and tosses you into a dark closet." Now your player is inside, but not the way she wanted, and the situation has changed and progressed. It's interesting.
If you can imagine the character reasonably failing and you can think of something interesting that happens because of failure, then go ahead and roll.