How is the universe bordered?
Your intuition is correct.  It does not really make any sense for the universe to have a border.  Would it be an unbreakable wall? What would be on the other side?  Models with a finite universe would not have a border.  The universe would be curved into a closed loop like the surface of a sphere.  In other words, if you go far enough in any one direction you come back to the starting point.