I do not know how you reached it. The way I would do it would be to select two of the entries in the TOC for the same level and add an interior border. I think you meant the Borders control in the paragraph group of the Home tab.

This should modify the TOC1 style and do it for all entries of that level. It may also handle the lower levels if your TOCx styles cascade.

• TOC Tips and Tricks by Suzanne Barnhill, MVP
• How styles in Microsoft Word cascade by Shauna Kelly