In Guest Detail Settings you can add a question required and used for Immigration Report (click on the Immigration report box on the bottom when creating a setting). You can also use it for simple information relevant to your hotel. It comes to the guest profile and if it is mandatory, you cannot check the guest in without filling in the answers.
Note this settings will only be used by a staff member to fill out manually through the system.
If you want to add questions for your direct guests, you would set questions to answer separately in the Booking Engine Settings.