That’s not how frames work. Any changes you make to the frame automatically flow through to any forms you have them hosted on.
That said most developers I know don’t place their frames on forms at designtime but rather they create and place them on the form at runtime.
You can do it at designtime and it does work pretty well (including having your changes automatically flow through) but there are a few minor niggles associated with designtime placement that make it a bit more robust to do it at runtime instead.
A single frame on a single form is probably unnecessary. Where frames come into their own is for user interfaces that are based on a TPageControl or some other screen switching device. Rather than having all the controls and code for that TPageControl in the one unit it lets you split each page/tab into a separate frame unit.