Custom sidebar like on this website

Hi everyone!
Firstly, I’m sorry for my approximative english! :/
Here, this is my website! 🙂
http://www.lanine.fr

I’m trying to custom my sidebar in order to make it like on this website: http://francoisetmoi.com
I believe that the grey frame is around each widget.

To be honest with you, I don’t know so much about css but I know to custom or replace it. I already change some few things but that, I don’t know.

Thanks a lot everyone for your help!!
Have a nice day