If all the pics are of the same size, you can add such a "frame" to the video layer above the clips, and the pics will show through the inside of that border.
However, if the pics are of different sizes, or if they move across the screen, you may have to do it individually in Photoshop to each pic.
I have over 100 still photos in the timeline. I wanted each one to use the preset frame in the effects set.
I thought I had seen that technique one time in a tutorial.
made sense to me that you could select all stills in a timeline and drag the effect to all frames at once.
but. . .that wasn't it.
This might do the trick: rightclick on one of the stills and copy, now select all the others, right click and 'Paste Attributes".
That worked. Thanks so much.