Click the "Color" drop-down menu and choose a color for the border. This color will apply to any black default borders under the "Style" or "Art" drop-down menus, but you can still get more colorful.

Under Page Layout, click Page Borders. Select the Custom option from the list of choices. This is when the real fun begins. Now you can choose the color, style and width of your page border in Word.* ...

We’re going to use the page border feature in Word to create a frame that best fits your photo. If you’ve had experience using page borders before, then chances are you already know what to do.