How to add border around the slider

Go to the  Simple slider type's settings, turn on the Expert mode, and you will see a border giving option:

Free version

Check out your  slider's id, and use that to write your own css code into one of the css files of your theme or template, which loads where the slider loads. In my example the slider's id will be 37:

#n2-ss-37{
	border: 3px solid red;
}