环境：Qt 5.15 + VS2019

方法一：QGraphicsDropShadowEffect

实现方法参考链接：https://blog.csdn.net/goforwardtostep/article/details/99549750
使用此方法添加窗口阴影，会出现警告信息：

且窗口最大化与还原切换时会出现子控件刷新问题：

方法二：九宫格贴图

实现方法参考链接：https://blog.csdn.net/goforwardtostep/article/details/99549750
需要美工

方法三：paintEvent

实现方法参考链接：https://blog.csdn.net/goforwardtostep/article/details/99549750
此方法绘制圆角边框不够完美
下图右边为paintEvent使用addRoundedRect实现，左边为结合九宫格思想通过paintEvent实现

下面为上图右侧实现代码：
app_window.h

#ifndef APP_WINDOW_H
#define APP_WINDOW_H

#include <QWidget>

namespace Ui {
class AppWindow;
}

class AppWindow : public QWidget
{
    Q_OBJECT

public:
    explicit AppWindow(QWidget *parent = nullptr);
    ~AppWindow();

protected:
    void paintEvent(QPaintEvent* event) override;

private:
    Ui::AppWindow *ui;

    //阴影宽度
    int shadowWidth_ = 15;

    //窗口圆角
    int windowRadius_ = 9;
};

#endif // APP_WINDOW_H

app_window.cpp

#include "app_window.h"
#include "ui_app_window.h"
#include <QPainter>
#include <QPainterPath>

AppWindow::AppWindow(QWidget *parent)
    : QWidget(parent)
    , ui(new Ui::AppWindow)
{
    ui->setupUi(this);
    setAttribute(Qt::WA_TranslucentBackground); // 背景透明
    setWindowFlags(Qt::Window | Qt::FramelessWindowHint);

    QString qss = QString("background-color: rgb(255, 255, 255); border-radius:%1px").arg(windowRadius_);
    ui->widgetMain->setStyleSheet(qss);
    ui->gridLayout->setMargin(shadowWidth_);
}

AppWindow::~AppWindow()
{
    delete ui;
}

void AppWindow::paintEvent(QPaintEvent *event)
{
    int radius = shadowWidth_ + windowRadius_;
    int width = this->width();
    int height = this->height();
    QPainter painter(this);
    painter.setRenderHint(QPainter::Antialiasing, true); //抗锯齿
    painter.setPen(Qt::NoPen);

    //线性渐变
    QLinearGradient linearGradient;
    linearGradient.setColorAt(0,QColor(255,0,0, 250));
    linearGradient.setColorAt(1,QColor(255,0,0, 50));

    //圆形渐变
    QRadialGradient radialGradient;
    radialGradient.setColorAt(0,QColor(255,0,0, 250));
    radialGradient.setColorAt(1,QColor(255,0,0, 50));

    //左上角
    radialGradient.setCenter(radius, radius); //中心点
    radialGradient.setRadius(radius); //半径
    radialGradient.setFocalPoint(radius, radius); //焦点
    painter.setBrush(radialGradient);
    QRectF rectf(0, 0, radius*2, radius*2);
    QPainterPath path;
    path.moveTo(radius, radius);//移动圆心
    path.arcTo(rectf, 90, 90);
    painter.drawPath(path);   //画路径(扇形)

    //左边
    linearGradient.setStart(radius, height/2);
    linearGradient.setFinalStop(0, height/2);
    painter.setBrush(linearGradient);
    path.clear();
    path.addRect(0, radius, radius, height - radius*2);
    painter.drawPath(path);

    //左下角
    radialGradient.setCenter(radius, height - radius); //中心点
    radialGradient.setRadius(radius); //半径
    radialGradient.setFocalPoint(radius, height - radius); //焦点
    painter.setBrush(radialGradient);
    path.clear();
    path.moveTo(radius, height - radius);//移动圆心
    rectf.setRect(0, height - radius*2, radius*2, radius*2);
    path.arcTo(rectf, 180, 90);
    painter.drawPath(path);   //画路径(扇形)

    //下边
    linearGradient.setStart(width/2, height - radius);
    linearGradient.setFinalStop(width/2, height);
    painter.setBrush(linearGradient);
    path.clear();
    path.addRect(radius, height - radius, width - radius*2, radius);
    painter.drawPath(path);

    //右下角
    radialGradient.setCenter(width - radius, height - radius); //中心点
    radialGradient.setRadius(radius); //半径
    radialGradient.setFocalPoint(width - radius, height - radius); //焦点
    painter.setBrush(radialGradient);
    path.clear();
    path.moveTo(width - radius, height - radius);//移动圆心
    rectf.setRect(width - radius*2, height - radius*2, radius*2, radius*2);
    path.arcTo(rectf, 270, 90);
    painter.drawPath(path);   //画路径(扇形)

    //右边
    linearGradient.setStart(width - radius, height/2);
    linearGradient.setFinalStop(width, height/2);
    painter.setBrush(linearGradient);
    path.clear();
    path.addRect(width - radius, radius, radius, height - radius*2);
    painter.drawPath(path);

    //右上角
    radialGradient.setCenter(width - radius, radius); //中心点
    radialGradient.setRadius(radius); //半径
    radialGradient.setFocalPoint(width - radius, radius); //焦点
    painter.setBrush(radialGradient);
    path.clear();
    path.moveTo(width - radius, radius);//移动圆心
    rectf.setRect(width - radius*2, 0, radius*2, radius*2);
    path.arcTo(rectf, 0, 90);
    painter.drawPath(path);   //画路径(扇形)

    //上边
    linearGradient.setStart(height/2, radius);
    linearGradient.setFinalStop(height/2, 0);
    painter.setBrush(linearGradient);
    path.clear();
    path.addRect(radius, 0, width - radius*2, radius);
    painter.drawPath(path);
}