To not display border in Year Calendar
\includes\classes\events_calendar.php
around line 256

/* bof table */
$s .= "<table class=\"calWidth\" cellspacing=\"1\" cellpadding=\"0\" border=\"1\">\n";
change to
$s .= "<table class=\"calWidth\" cellspacing=\"1\" cellpadding=\"0\" border=\"0\">\n";


To display border in Sidebox Calendar
includes\templates\YOUR_TEMPLATE\templates\tpl_events_calendar_include_default.p hp
around line 69

<table class="calendarBox" cellspacing="1" cellpadding="2">
change to
<table class="calendarBox" cellspacing="1" cellpadding="2" border="1">
or more for greater.

You can change any of the border, cellspacing and cellpadding variables of any table to suit, however may cause alignment issues, especially with months > 30 days.