The component is partially customizable through its properties. You can change the label and link from the properties panel, but if you want to tweak the colors, you'll need to dive right into the component.
The trick to achieving the border color change is to use conic gradients and cover frames.
The cover frames technique is detailed in this blog post.
Step / 01
Remix the project.
Step / 02
See how the button component is structured.
Step / 03
Try recreating it for practice.