Adding a border to a frame couldn't be simpler.

Just select the frame, and then select the Format/Borders menu item.  On this dialogue box you will see two tabs (Line Border and Border Art).  Line Border is selected by default.

This will allow you to select the type of border you require, as well as its colour.

If you wish to be really fancy (and why not?), select the second tab (Border art) and choose from the many borders available.