I want to display error Message box in the form to inform the users, if they tick wrong checkbox? how can i do that?

To achieve this, you need to use Conditional Logic on your form. So for example, if they have ticked the wrong option on the checkbox, then show an error message using a Text field. Please see the image below:

Here's the guide on How to Show or Hide Fields Base on User s Answer.

Here's my demo form: https://form.jotformpro.com/71691060425957

Regards.