It's a non-printing indicator of where the footer/header areas are. You can
make it appear larger on screen by zooming the display to a higher
magnification. However, the line doesn't get printed.
If you want such a border that does print, you have a variety of choices--a
text box with a dashed border, a table cell with a dashed border, use border
formatting for the header/footer (format - borders and shading - borders
tab), a background rectangular shape with a dashed line border, etc. In each
of these cases, the border could be set to a variety of sizes/colors/styles.