Google for CSS Selectors and target your Table and TH header to set color and borders.
Several places you can add your own style(sheet)
- Site Settings -> Masterpage (if Publishing Features are enabled)
- Editting the MasterPage with SP Designer add a link to your own stylesheet
- Site- Settings > Design Manager Create a whole new Design
- Inside a CEWP but that will only get you the styles on the one page
- Using a Browser Plugin (Chrome) Stylish this changes anything in the page you want, but only in your browser
Note: use the Browser Plugin for an easy start and get your CSS right