How to set border color of certain Tkinter widgets?

Just use

widget.config(highlightbackground=COLOR)

Furthermore, if you don't want that border at all, set the highlightthickness attribute to 0 (zero).

You have to set the two highlights (with and without focus) to have a continuous color.

from tkinter import *
root = Tk()
e = Entry(highlightthickness=2)
e.config(highlightbackground = "red", highlightcolor= "red")
e.pack()
root.mainloop()