in 2d: take a square and glue the two pairs of opposite sides together. If you do this with one pair you get a cylinder, and then gluing the other pair gets you a torus. No boundary is left.
In 3d: take a solid cube and glue the three pairs of opposite sides together. Maybe a bit difficult to visualize, but the idea is that if you live in the cube and try to exit it on one side then you re-emerge into the cube from the opposing side.