The template needs to be installed somewhere to edit it to your taste, unless you are *really* good at knowing how the ZC code will translate to screen...

Sidebox borders can be altered in your /includes/templates/your_template/css/stylesheet.css.
If you are comfortable with CSS, go to town. If not, check out tutorials at w3schools.com.
The sideboxes are grouped in one area of the stylesheet; you will likely want .leftBoxContents and .rightBoxContents and some related classes. Find things like "border: 1px solid #000000; and similar properties, and edit them.