How to create an unsaved changes warning message to responsive page?

Summary:

We need an unsaved change warning message to responsive page.

Content (required):

When we are doing a hire and we click cancel we come back to the home page and we lose all the information but we don't have any message to alert us about the lost of information before come back to home page.

However, if we click the home page symbol (while we are doing a hire too) we can see the exactly warning message that I need when click in Cancel.

So, I need to know how to create or active the message when users click CANCEL as well.