Frames are found in the timeline. Layers are in the layers panel. Each frame in the timeline corresponds with one or more layers in the layers panel.
Technically, you can't draw on a frame...............you can draw on a layer. If you want the layer with the drawing to appear in a frame, you must select a frame and make the drawing layer active in the layers panel. If the drawing was made after the frames were created, you will have to add the drawing layer to each frame.