You may use function uialert to deliver a message to the user via a callback
Please refer to the following example and modify using App Designer.
uif = uifigure('Position',[100 100 500 250]);
edit = uieditfield(uif,'Position',[50 50 50 30],'ValueChangedFcn',{@checkValue,uif});
function checkValue(src,event,uif)
value = get(src,'Value');
if isempty(value)
uialert(uif,'Please enter a non-zero number, it is empty now','Warning','Icon','warning');
elseif str2double(value)==0
uialert(uif,'Please enter a non-zero number, it is zero now','Warning','Icon','warning');
end
end
