Generally you can do it here:
Go to Control Panel » E-mail Forms » Mail forms management » [ Field constructor ]
Find the field you want and click rench on the right side.
Check Required field:
For a red asterisk to appear for the reqiered field you will need to add this script:
Add script to Control Panel » E-mail Forms » Mail forms management » Customize design icon (located on the right side)
After clicking the icon you will see a code, paste the code that I gave you after the field you made required.
Save it and you are done!