The Border options are the second set of controls on the Fill and Border tab of the Symbols Data Object. The other set of controls on this tab are for customizing symbol Fill Colors (details on a separate page).
Symbol borders can be enabled for ALL symbols using the Show symbol border checkbox. If enabled, two additional options will be available, allowing you to specify the border Color and Width using the two dropdown options.
Note that these border options will apply to ALL of the symbols plotted on the graph, regardless of the different possible grouping options selected for Symbol Fill Color or Symbol Size.