Click inside the table for the border that you would like to change.

Use the Breadcrumb down the bottom of the editor to select the table you would like to change.

Selecting the TABLE breadcrumb will be present you with the option to change the border colour.
You will need to set a border width in order for the border to appear.  

If a blue border is appearing around images with links attached, this is because certain email clients will automatically insert a blue border around the image.
To remove this, change the border width to “0”, this will then remove the border from the image.  

You can see here that the Border Colour has been changed to red. This is reflected at the options underneath the breadcrumb where the drop icon is red.