If you are referring to printing borderless then your need to be printing to a printer that allows borderless printing. First, you need to check the printer specs to see what is allowed and to what specific paper sizes. Turn the borderless printing on in the printer setup. Then you can set your borders to 0 in the print module of Lightroom.
Further to DdeGannes' reply, when LrC has a printer / print settings chosen that impose an unprintable border, that limitation on the page usable extent persists if you change the Print module to JPG output.
And if you've set up print settings as borderless, then that similarly carries over to JPG 'printing'.
So if your purpose is borderless JPG output, and if (say) you don't have any printer yourself that offers a borderless mode, either you can achieve that JPG output through Export instead - or you can install a driver for, and configure LrC's page setup for, some other printer model which does offer borderless. You won't need to actually possess that printer, to do this.