The Snipping Tool app on Windows 11 allows you to take screenshots, edit them, and add notes to them. For example, you can set up automatic screenshot borders on Snipping Tool, adjust the thickness of the screenshot border to your liking. Here are instructions on how to create screenshot borders in Snipping Tool.
How to create Snipping Tool screenshot borders
Step 1:
You enter the keyword Snipping Tool in the search bar and then click to open the tool on your computer.

Next in the Snipping Tool interface, click on the 3 dots icon and select Settings in the displayed list.

Step 2:
Go to the settings interface for the tool, scroll down and enable the Add border to each screenshot option to create a screenshot border on Snipping Tool.

Step 3:
Click the drop-down arrow icon to expand the screenshot border customization. Here we choose the thickness of the border we want. You can preview how the border will appear in the image above.

Then tap the colored square to choose a color for the screenshot border.

Now when you take a screenshot it will automatically have a border around it like below.

If you don't want the screenshot border anymore, just turn off Add border to each screenshot.