A couple things struck me here, and idk if they're relevant or not. If it was just an occasional "I'm bored", that's one thing. But with always being bored, you start getting into a paraphrased, "Why don't you entertain me?" And (unless this is a toddler and you're their parent or babysitter) that's not your responsibility.

The second thing is, you (and whoever else is entertaining them) aren't going to be around constantly, nor are you going to be around forever. They will always be bored unless they learn how to entertain themselves, to seek out something that they find interesting or worthwhile or somehow meaningful.

Moving into speculation here, but I would suspect they'd like more connections in their life, so I'd start encouraging them with that. If they're the type to connect with nature, maybe walks are a good idea, or even if you live in an area where nature is scarce, giving them plants may help. That could be something they nurture from a seed, or a food they can grow, or pretty flowers.

If they connect with animals, then volunteering at a shelter, or getting a job as a dog walker, etc, that may help ground them. If they connect with people, then volunteering is a good way to meet people. Volunteering doesn't have to be at a shelter or food pantry; in my town you can volunteer with the fire department, schools, local parks, etc. If they crave intellectual stimulation, then encourage them to learn by taking online classes, or to simulate their imagination by reading, preferably physical books.

Anyway, that's my .02, fwiw. Again, it's not your job to entertain them, and they're always going to be bored until they learn how to entertain themselves.