JTableの本体、ヘッダ、親JScrollPaneなどにBorderを設定する

JTable table = new JTable(new DefaultTableModel(15, 3));
table.setAutoResizeMode(JTable.AUTO_RESIZE_OFF);

table.getTableHeader().setBorder(
    BorderFactory.createMatteBorder(0, 5, 0, 5, Color.ORANGE));
table.setBorder(BorderFactory.createLineBorder(Color.GREEN, 5));

JScrollPane scroll = new JScrollPane(table);
scroll.setBorder(BorderFactory.createLineBorder(Color.BLUE, 5));
scroll.setViewportBorder(BorderFactory.createLineBorder(Color.RED, 5));

scroll.setBackground(Color.YELLOW);
scroll.getViewport().setBackground(Color.PINK);
table.setBackground(Color.WHITE);
table.getTableHeader().setBackground(Color.MAGENTA);

EventQueue.invokeLater(() -> {
  JViewport vp = scroll.getColumnHeader();
  vp.setOpaque(true);
  vp.setBackground(Color.CYAN);
});