How to create and configure the Security Question field

It is necessary to create a field with a security question on the registration page, i.e. the name of the field is the question itself, and you need to enter the answer, preferably with an Ajax hint for a correct or incorrect answer. How can this be done?

I suggest using CB AntiSpam for that. It provides multiple captcha modes including a question and answer mode.

portall.com.ua/vukraini/cb-registration

I can't find where to turn off the captcha itself

CB AntiSpam registration captcha is a field within CB > Field Management. Simply unpublish it if you don't want it.

Tell me if you can in detail how to set up a field with a security question, so that if the answer is incorrect, a message is displayed that the answer is not correct?

That's exactly what the captcha does as is. What about it isn't working for you?