We can use two simple methods:
First method gives a watermark, which blurs/fades the frame image, so second method is recommended.
2. Open the Microsoft Word document in which you want to add the round corner frame/border and navigate to Page Layout tab, in the Page Background group, click Page Color.
Click Fill Effects:

Select picture Tab:
give path of full size Drawing frame save as BMP
That's done!!
You shall find round corner page borders/frame:

- Add a Watermark Image of the round corner frame or,
- Add a Background Image of the round corner frame.
First method gives a watermark, which blurs/fades the frame image, so second method is recommended.
Adding a Background Image of the round corner frame:
1. Create round corner frame image: Open Microsoft Word and Set Zoom level to 100%.
navigate to View and check Ruler and Guideline. Now, It will help you to set the rectangle as border properly.
navigate to Insert > Shapes and select the Rounded Rectangle shape. Draw a rectangle about the right size as shown below. You can select thickness and color of your choice for the rectangle.
Again, navigate to View and Un-check Ruler and Guideline. go to View and select Full Screen Reading:
Use Print Screen button of keyboard and paste in MS Paint and select the frame as image: (dashed outline shown in figure below )
Save it as a .bmp image.
2. Open the Microsoft Word document in which you want to add the round corner frame/border and navigate to Page Layout tab, in the Page Background group, click Page Color.
Click Fill Effects:
Select picture Tab:
That's done!!
You shall find round corner page borders/frame: