To configure NoClickjack to show a warning box or a border around frames from other sites, you must have a EndpointLock license.
If you have EndpointLock, right click on the "Shield" in the notification area. Then, choose "Preferences".
By default, NoClickjack shows all hidden frame elements. Checking the boxes by "Show red border around frames from other sites" and "Show Anti-Clickjack warning dialogue box" enables those features while browsing. You can also disable the hidden frame elements by unchecking the "Show all hidden frame elements" box.