Вы можете попробовать:
Option Explicit
Sub test()
Dim i As Long, Lastrow As Long
'Set up to which line to add border
Lastrow = 10
With ThisWorkbook.Worksheets("Sheet1")
'Set from which column to begin & end
For i = 2 To 10 Step 2
With .Range(.Cells(1, i), .Cells(Lastrow, i)).Borders(xlEdgeRight)
.LineStyle = xlContinuous
End With
Next i
End With
End Sub