Frames are collectible items with which you can decorate your profile photo or avatar. To obtain them you must complete the thematic objectives, answering questions in the games.
Each time you land on a purple box containing a question mark (?), you will be able to answer a question on a specific topic. Each topic will suppose a themed goal; the purpose is that you complete the progress bar of the objective, to get the corresponding frame.
You can view the frames in your "Collection" and also equip the one you want, as long as you have already completed the corresponding objective to obtain it.
In the "Goals" section, in the "Themed" section, you will be able to see the objectives that are in progress and what you need to complete them.