How can a border be set around multiple cells in excel using C#

You need to individually set these

.Borders[Excel.XlBordersIndex.xlEdgeBottom] 
.Borders[Excel.XlBordersIndex.xlEdgeRight]
.Borders[Excel.XlBordersIndex.xlEdgeLeft]  
.Borders[Excel.XlBordersIndex.xlEdgeTop]

Maybe this can help :

workSheet_range.BorderAround(Excel.XlLineStyle.xlContinuous, Excel.XlBorderWeight.xlThick);

This is the code that sets a border around each cell:

xlWS.get_Range("C9", "N9").Cells.Borders.Weight = XL.XlBorderWeight.xlMedium;