You can use to custom javascript to show the alert messages. But it would not be User-Friendly if you show too many alerts (messages) to indicate the error. 

May I know why specifically you want to show error messages on a popup.

Hi,

Following  are the  ways to do it.

1. Include a section in which contains the error message and add a when condition to the layouts which can be hidden if the fields are not blank.

2.Call a validate rule (Configure a error message in it.).If the fields are blank set the the error message to the property.Include the property in pop-up section .What ever the message set in the property will be displayed in the pop-up