As far as I know it is not possible to set the color of the window border on Windows 10 (or any version that I know of).
However, looking at the Spotify application, it appears to me that they are using a custom border/title bar. I searched around a little bit and found another answer on customizing the entire window in javafx: JavaFX entirely customized windows?
I hope that this was helpful, and sorry if it was not what you were looking for. Best of luck in your javafx project!