Square is drawn with one of DrawRectangle functions. Each of them requires a pen. Usually we use ordinary solid pen, but you need a pen with changed DashStyle property. For dotted lines change this property to DashStyle.Dot. You can also experiment with DashPattern property.
To draw little squares around the big square you need one of FillRectangle functions. Each of them requires a brush. You need a white brush, which is conveniently predefined for you to use. After filling a rectangle, you have to draw a rectangle over it with the same dimensions. These two functions together give an impression of empty and lined rectangle.
To make little squares a little rounded, like they are in the image, you have to change a pen parameter used when calling DrawRectangle. Experiment with LineJoin, and other properties of the Pen class.
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solved How can I draw a square around an object, like this, in my GUI editor?