It took me a couple of searches before finally got to solve the issue with having a validation for select box and not being able to display the error message. Tried a couple of solutions over the net then finally got the simple and efficient one. 
Add this below your form select.
<?php echo $form->error('nameofselectbox');?>
That’s it!
Thank you! I still don’t get why Cake doesn’t show the error, as it does for a normal input field….
thanks!
glad to be of help.