🚀 go-pugleaf

It depends upon what you're trying to achieve. For something like a
call-out, many people use a single cell table and specify separate
background shading and ruling styles. The table structure in FM is the
only item that allows separate fill and ruling styles to be combined
in one object.

Alternatively, you could place an anchored frame (if you need it to
flow along with your content; otherwise a graphic frame can be used to
anchor it to a specific page) with a desired border style and then
insert a text frame within that has your required fill. Use the
Properties window to position items precisely and keep in mind that
the offset measurements are specified relative to the centre of the
border thickness of the container, e.g. a 2-pt border line is 1pt
outside and 1pt inside the container.

You could also, within a table cell, insert an anchored frame that
contains a text frame that contains another table that contains...

Containers in containers in containers...