You can change the type of border in the Settings section, choosing from Box, Shadow, 3-D, or Custom.
In Word 2013 and later, click the Design tab.
After selecting the border options you want to use in your document, click the OK button to apply them.Clicking the Apply to drop-down menu provides you with options to apply the border to the currently selected page, the first page only, and all pages but the first page. By default, the borders are applied to the whole document, meaning every page has the same border.