In the Frame section of the Frame tab you can create a frame , corners , side-pieces or flourish which is placed at a size to fit around the currently selected embroidery(ies), group, lettering or SuperDesigns, or at its designed size.
The frame and the design it surrounds are usually created as a group. Use Reveal Groups on the FilmStrip or the context menu to select and adjust the frame, or one of the embroideries within it.