A frame is when a horse rounds his neck down.
I'll show you some pictures so you know what I mean
This ^is an example of a horse NOT in a frame. Her head is up.
This ^ is an example of a horse in a frame. His neck is not straight in the air, and he has a slight curve down at the top of the neck, and his head is slightly tucked. There are several degrees of a frame, this horse is in a pretty loose frame, his head is tucked down, but not severely. If you look at dressage pictures, they usually have a tight frame. (Sorry for the old pic haha, I couldnt find one of me on the flat unless it was years ago.)
But anyways. Now that you know what a "frame" is, I can give you a run down how to do it. I will warn you, if your horse is not used to being put in a frame, he may try to resist it and it will take some muscle. It does not hurt him, it's just more work for him and it makes him use more muscle. When a horse is in a frame, they are more responsive, more balanced, and in turn, they are usually easier to steer and control, and often when they are in a frame they are comfier.
To put your horse in a frame. The correct way is to evenly pull back on the reins (this takes a lot of leg, if you do not leg enough, they will break) and if they do not respond wiggle your fingers a bit, this will wiggle the bit in their mouth, which they will usually give in a drop their head down. With a horse that is not used to it, sometimes I have to resort to the "left-right method". Instead of wiggling my fingers back and forth and I have to pull left reign- right rain, and their head will go back and forth (sea-saw) and they will drop it down. I only like to use this method if a horse is not responding to the other way. Once the horse drops his head, stop the left-right and keep continuous pressure on the bit so his head stays down.
Learning to put a horse in a frame usually takes some practice, and muscle. So if you don't get it the first time, keep trying. Also, ask your trainer how to, and he/she will be able to help you out.
If any of what I said wasn't clear, or you don't understand, feel free to ask any questions!
P.S. You have to carry some impulsion (energy) when you are trying to frame. If your horse is slow and sleepy, it makes it more difficult.