Sorry, you can not change the windows border width in Windows 11 (I have tested on version 22h2. Maybe Microsoft fixes this on a later version).
I have read it and read it again but did not believe it. I have tried by changing the classic registry entries PaddedBorderWidth & BorderWidth at HKEY_CURRENT_USER\Control Panel\Desktop\WindowMetrics and then logging off or restarting. No difference. I have tried running Winaero Tweaker and tweaking (after enabling Aero Light Theme as instructed). No difference