When a frame structure is analyzed using a FEM computer software, does the program still generate mesh, even as a line mesh, on frame members, or we must do it ourselves?
This is really dependant on the package or the software used. Most commercial software packages such as ANSYS and COMSOL multiphysics have built-in mesh generators. If you are writing your own code to solve structural problems, then you could use open-source discretization packages like MeshLab or TetGen. Personally, I like using COMSOL multiphysics for these kinds of problems. Their interface is very intuitive for mesh generation.