What you're after is called a "GroupBox" in Windows speak.
I've found this example of how to use it on C# Corner:
<Window x:Class="GroupBoxSample.Window1"
xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
Title="Window1" Height="300" Width="300">
<Grid>
<GroupBox Margin="10,10,10,10" FontSize="16" FontWeight="Bold"
Background="LightGray">
<GroupBox.Header>
Mindcracker Network
</GroupBox.Header>
<TextBlock FontSize="12" FontWeight="Regular">
This is a group box control content.
</TextBlock>
</GroupBox>
</Grid>
</Window>
A GroupBox can only contain one direct child, so if you want several sub controls you'll have to wrap them in a Grid or a StackPanel.
There's more information on the GroupBox at the MSDN, it's Class Page and How to Style it