You don't have to. It's just nice if you want to use includes.
To add borders, find the section in the stylesheet that you want to add borders to and add the appropriate border properties (i.e. leftnav).
HTML Code:
border-right-width: thin;
border-bottom-width: thin;
border-right-style: dashed;
border-bottom-style: dashed;
border-right-color: #000000;
border-bottom-color: #000000;
You might find this link helpful to learn how to do different things. For example if you want to learn how to add a border, find border on the page and it gives you the code. Now add that code to the appropriate section in the stylesheet (i.e. header, leftnav, etc.)
http://msdn.microsoft.com/en-us/library/ms531207.aspx