Microsoft's shell doesn't handle drawing window borders either. That's the window manager's job. (If Windows even has such a concept.)

In theory, litestep modules probably could hook themselves into arbitrary windows (tasks-0.92 probably already has this capability in a limited form, see "docking"). Attaching to the caption area isn't particularly special, but it does require knowing a lot about how it's drawn so this can get positioned correctly. I don't think multiple modules attached to one window would be a problem.