Primitives (shapes) usually have a Collider component by default based on their shape, but you will need to add them to other objects (including empty ones) if needed.
Example of a Box Collider component in the Inspector Tab
Editing the Collider
Click on the Edit Collider button to make the collider and handers visible in the Scene window.
Click and drag the green dots to adjust the size and shape or type in the values within the component in the Inspector.
Example of a collider without a visible object
Triggers
By default, the collider makes the object be treated as a solid object. Although the default shape and size are the same as the game object, this can be made larger and exist without the mesh, so objects will hit the collider and not go through.
Checking the Is Trigger checkbox turns the collider into a trigger, meaning other objects can go through the boundaries, but it can trigger other events.
