That depends on when you want the message box to appear.

When the user tries to save the workbook? After changing the value in H11? After clicking a button?

On a basic level you could use Data Validation, but that would only be good if the user tried to enter a value into H11 (or remove a value from the cell). As part of a macro (save, button, etc.) it would be something like:
If Range("H11").Value = "" Then MsgBox "You must enter a value in cell H11!"