You may choose to put a border on each page, or let the paper be the border. Date each page. Then we may add clip art, icons or diagrams to support the words. That's OK, but sometimes we need to draw a picture that captures the whole idea, and then label the picture and write text to support the picture. That's what annotated diagrams are all about.
Frames are just ways of marking off territory.
Stuff happens in frames. If you're diagramming a floor plan, then each room may be a frame. The border you draw on you page is a frame. If you're drawing a living cell, then the cell wall may be a frame. These are the major components of your diagram.