Which version do you use? If you don't allow to have the Skip button (Quiz Preferences), nor the Back button, and keep the caption Incomplete checked that is the default behavior of quiz slides in Captivate. If the user doesn't choose an answer, the Incomplete message will pop uy when he clicks the Submit button.
If you talk about D&D slides, this is bit different. I created a blog post to show a different feedback when no drag action has occurred before clicking the Submit button:
Thank you so much! We're using version 8 and it was the Incomplete button that wasn't checked for each question. Now it's working correctly.
You're welcome! It helps to give a more detailed answer if you mention the verrsion you are using. I cannot remember the default setup in CP8, because I no longer have that version.