Click the Page Border tab. The options listed under this tab are pretty much identical to the text border options, except two minor differences. There is an Art option and the Apply To options are different. If you click Art, you will be presented with an array of patterns and images to apply to your border. You can apply these options to your entire document or only sections.
After you have decided on the design and layout of your border, simply click OK and your border will be created. Have fun!