If you want to change the default keyline to make it wider, you can create another style with a wide keyline and then apply this style to your layout. This is done in Edit Styles... (Templates Menu). 

The maximum width of a keyline is 127mm (5").  If you want it even wider than 127mm, trying having one or more keylines side by side in the style.

In Select Size view, you will see that the borders stay the same physical size with different layout sizes.  So make sure that you view the layout in Select Size View at the size you want, that way you will get a more accurate visual effect as everything will be at the correct size (assuming your screen is calibrated).   Else the border effects may not be scaled correctly visually. 

Check the layout's sizes at the bottom of the screen and use the "Larger Size" or Smaller Size" tool buttons to adjust this.