This is a weird question to me, from an anarchist standpoint. So, borders are not material things that exist in the world, but juridical concepts negotiated between nation-states. I'm not even sure that the ancient world, for example, talked about the somewhat different notions of "territory" and "influence" in those terms, but it is certain that without a government of some sort, borders can't really exist, though obviously the uncontrolled territory on a map could be so designated, creating a sort of negatively defined border around it, but in practice this is rarely the case, instead you see such places subsumed into the mantle of the internationally recognized, regional authority, whatever that may be.
Now, if you mean would putatively anarchist groups in a heterogenous political landscape patrol a "territory" in which they live and concern themselves with outsiders they encounter, then yes, probably. Like any other things involving anarchists, though, I imagine that every such culture will develop a unique approach to these issues suited to their specific situation.
Obviously good contemporary examples to look to for ways this might be approached are the Zapatistas and Rojavans. Both seem to have welcomed outsiders to visit, but have had different reservations about who could stay and for how long.
As to how? For starters, while the fully atomized individuals of capitalism can pretty much go anywhere they can speak the language and engage others in purely monetary relationships, in a non-capitalist community personal relationships are far more important (see Graeber's Debt: The First 5000 Years) and pose natural barriers to newcomers simply inserting themselves into the life of that region. This implies that each immigrant would need to individually negotiate their way into a community and begin building relationships from scratch. A moderate amount of charity on the part of the indigenous people would probably be necessary to get them started, which may place local hardship conditions as a limit on the viability of joining the group. I suspect the place to turn to for what all that might look like are personal accounts of American frontiersmen and escaped slaves who fully joined native communities.
Of course, putative immigrants could endeavor to simply move into the area and live independently, but this looks a lot more like a small scale invasion than immigration, and while not an automatically violent situation, probably resolves itself a lot more like a negotiation between two at-odds communities. Similarly, see the history of homesteaders on the American frontier for different ways this can shake out.
