Set an ID for the page like #page. For Divi, you can use the default ID #page-container or #et-main-area. Then use this CSS (with the ID correct ID):

/* -- START Border around the screen -- */
#page {
width: 100%;
height: 100%;
border: 20px solid #ED145B;
}
@media (max-width: 1031px) {
#page {
border-width: 15px;
}
}
@media (max-width: 797px) {
#page {
border-width: 10px;
}
}
.noborder #page {
border: none;
}
/* -- END Border around the screen -- */
Code language: CSS (css)

Another example for Divi

/* -- START Border around the screen -- */
#et-main-area {
border-left: 15px solid #fff;
border-right: 15px solid #fff;
border-bottom: 15px solid #fff;
}
#main-header {
border-left: 15px solid #fff;
border-right: 15px solid #fff;
}
/* -- END Border around the screen -- */
Code language: CSS (css)