Which border to which area you're referring to? Please post screenshot and point to the area you're referring to.
The "Border" means by default an outer part or edge of something...
In this case, "the Start Menu" or to be precise the "Windows 10 Style Startmenu" of the Application Stardock Start11.
As I clearly wrote "Start Menu", it should be very obvious that the "Border of the Start Menu itself" is meant 🤣
Here is an example where a "Border" goes at a specific Object like a Form in C# for example.
Screenshot of Win11 Start Menu and where the "Border" is (obviously?) 😉
here a Screenshot of the "Windows 10 Style Startmenu" of Stardock Start11