(I'm on Windows, so your User Interface may be a little different.)
In the ribbon bar at the top of the EESchema window, click on "File" then select "Page Settings" from the drop-down menu. A dialog box should open up. Use it to set the "paper size" (i.e., the size of your drawing area) as well as enter some information that will be displayed in the Title Block. Don't worry too much about matching the dimensions of your drawing area to the size of your printer's paper - When you print the drawing (either printed to real paper, or printed to an electronic file format such as *.pdf or *.ps) you can scale the size of the printed image to match the physical size of the media.
Depending on where in KiCAD you are looking, or who you are talking to, or what program you are using, that is called the "sheet border", "sheet reference", "drawing outline", "format border", "page frame" or similar term.
After you are acquainted with KiCAD you may want to customize the sheet reference. You do this with the "Worksheet Layout Editor", invoked from the main KiCAD shell.
p.s. - In KiCAD's standard vocabulary, your graphic image shows a portion of a "schematic", not a "board". For future reference, a "symbol" and a "footprint" are also distinctly different items. While the KiCAD terminology is not always consistent, making an effort to use the commonly accepted vocabulary will generally get you better quality help, and in less time.