I am digging a trench to lay electrical cable in do I have to keep a certain distance from my neighbours border.

Only your local building department can tell you what the setbacks are in your area.

You don't mention your location so even a guess would be unsafe.

And you need to call DIG SAFE anyway, so they can flag existing lines and record new ones.
Mine run as close in places as 3' from my border, but you don't want any mistakes on anyone's part, in the future.