7 - How to Add Custom Error Class to Radio Button and Checklist Fields
Out of the box webforms created with Drupal core and the Webform module do not have in line error messaging and indicators for each form field.

You can either:


add custom hooks and javascript to get inline validation, or
install client-side validation module and associated javascript library to get validation/messaging for all standard form elements.  See https://www.drupal.org/project/clientside_validation