How to attach Christmas lights frame around windows?

You can buy clips to put up or build a fir strip frame that fits around the window and use tea cup hooks.

Not sure what you mean by frame. Inside or out?

My husband has used clear packing tape, but the best one was using command hooks to hold them up. Sometimes he has used small cup hooks and left them in the frame and changed out the lights for different holidays in one window especially

I use cup hooks inside and out. Up permanently. Since I have sheets and drapes, not even noticeable.

Small cup hooks, 3M Command hooks, push pins.

They make command clips with little hooks that work great for attaching the lights around the window. The clips then easily remove when you take them down with no marks. See them here .... https://amzn.to/2PpDWfM

Tiny nails work too