All you need are a few basic items, most of which you may be able to gather for free, like some discarded cardboard boxes, some mulch and/or other organic matter, and an hour or two of your time. Adding the border of your choice is optional.
A lot of plants sold in the "annuals" section at stores are perennials that can't survive year-round outside where they are sold, so they are referred to as annuals to avoid any unrealistic expectations. Perennial plants have a range of hardiness zones, which can be easily checked if you're curious about a particular plant.