Use Add Appliqué 
to add appliqué to the border that you create. Appliqué placement stitches are automatically added to the border that you draw.
A new color block, using the same color as the border is placed at the beginning of the embroidery for the appliqué placement stitches. The appliqué placement stitches use the method, appliqué piece margin, running stitch length and double stitch length set in Appliqué Options. A Color Change is also placed at the beginning of the border line, using the default border color. The border uses stitch type settings set in the Line Options for the selected stitch type.