With Border Style option you can add a border to your video, it's settings are under APPEARANCE & STYLE.
Here you will be able to define your border.
Border Style can be Solid or Dashed
Border Width is determined in pixels.
To set up Border Color click the circle icon to open the color picker widget.
In this example, I've selected a solid border, 2 px wide, in a dark blue color:
And here is the result: