In the center column there are four sections. Useful if you only want borders on the sides, for example.

3-D – borders that may have a slight three dimensional appearance, depending on the line style you choose.Shadow – places simulated shadow on the right side and bottom.In the Setting column, select the type of border you’d like. The Borders and Shading panel in Microsoft Word. In the Borders and Shading panel that opens, be sure the Page Border tab is selected. You’ll find it toward the right end of the ribbon. To insert a border around the page, open the Design tab. The same settings are available in Word for Windows.

The screenshots used in this tutorial are from Microsoft Word for Macs.