Welcome to windows 10 ! I hate it too how windows is becoming less and less user friendly. Before you would see a title bar, now you don't know where it begins and ends as it's by default white. You can drag a window by clicking on a title bar, you can double click on it to maximise minimise, but now you have the be a pre-windows 10 user to know it even exists and guess where it starts and ends. Let me stop because I can go on and on about other features no longer very visible.
To see something similar to a border, do the following:
Hit the Windows key (the one with the windows logo) on your keyboard and start typing "appearance .."
Then click on "Adjust the appearance and performance of windows"
Then in the following window choose "adjust for best appearance":
(I think it's the "Show shadows under windows" does the trick). So now your modal windows will at least 'appear' to have something similar to a border.
Another thing you might want to do is the next step:
Hit the windows key and start typing "choose your accent colour" (UK) or "choose your accent color" (US?).
When you run that program, on window that I show below, do not choose "automatically pick an accent colour from my background" since then the title / border colour might be the same as your background".
Pick a colour yourself (you can see I chose "Pale moss"). Then mark "Title bars and window borders" (shown all the way down on the following image:
At least your powerbuilder response windows will look a bit better, even though a lot of dialogs of windows 10 itself will ignore your settings.
Regards,
MiguelL