The frame blocks are crafted with Ender Pearl Shards and end stone.
Framing the Anchored Pearl
The Anchored Frame can prevent an Anchored Pearl from teleporting away (and looks very cool at the same time).
To construct the frame build a holow 3x3x3 structure with the Anchored Pearl in the hollow middle. The frame structure should form in a few seconds. An Anchored Pearl has to be in the middle for the frame to form so once the pearl runs out and vanishes the frame will unform as well.