Strictly speaking, a data frame is an array of values stored on memory so you can't assign this kind of aesthetic attributes to it directly but most likely you are referring to a table which would be a graphical representation of your data frame, now, how to format your table depends on what the output is going to be (HTML, pdf, etc) and what package you have in mind to use.
To help us help you, could you please prepare a reproducible example (reprex) illustrating your issue? Please have a look at this guide, to see how to create one: