Yes, you found a valid way to have a black frame in Scribus.
In DTP you will often have several good ways to achieve a certain effect. And it depends on your preferences, your skills, your tools what works best.
Having a huge frame, for example, can be a nuissance when working with the main design of your document (you might often select it by accident).
So I suggest that you could move your frame to a lower layer in your document. Menu > Windows > Layers (or F6). You can easily create more layers and they have no nasty side-effects or disadvantages in Scribus. You can even double-click on the layer-name in the F6-window and call it something meaningful to you.
First create a special layer. Then right-click on your frame and select "Send to Layer...".
Or you could lock your fame in the properties window on the XYZ tab (little padlock symbol). That way you can still select it, but you will not accidently move it or change it when you do all your good work inside that "frame". (Personally, I would put it on a special layer and it will not bother me.)
Some detail that was not obvious to me, when I started with Scribus: Select your frame. Now you can tweak the line-style (width, dotted, shape of corners) on the Line tab of the properties window (F2).
But you need to go to the Colours tab of the properties window to change the colour of your frame: The Stroke-tab is in charge of that.
You can also define line-styles, if you work with such frames a lot. You define the styles by F3 or by Menu > Edit > Styles... And once you have line-styles, you can also see and apply them from the properties window (F2) Line-tab. Line-styles include colour.
Just shout or edit your question, if you have more specific questions. Scribus is safe for all the basic tools, so you can click around and try things and normally will not ruin your work. (still it is best to save under a dummy-name before you start some major experimenting)