1- Select All (CTRL-A to reveal the marching ants)
2- Select a colour: using the eye dropper tool you can select any tone or colour in the image which will be the colour of your inner border (foreground).
3- Edit > Stroke (stroke will draw a line around the marching ants. If the marching ants are not showing, press CTRL-A again. You can make this border as big or as thin as you like by selecting the thickness in terms of pixels.