If you meant the spacing between columns, open the row properties and set spacing between columns to no
If you meant the spacing around the layout grid; open the layoutgrid properties and playaround with the spacing in appearance
If you meant something else; please clarify your question
When you use Layout grid out of the box, it does not have any borders. unless if you have added custom styling.
Can you please elaborate your question with pictures of what you see, along with picture of your layout grid design?