The panel pane template file controls the markup for the panel pane container. When you place content into a panel region, it is wrapped by a container called the panel pane. To change this wrapper markup, you will need to copy the panels pane template file into your theme’s templates directory. Let’s walk through this process in this tutorial.
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This video covers a topic in Drupal 7 which may or may not be the version you're using. We're keeping this tutorial online as a courtesy to users of Drupal 7, but we consider it archived.