You cannot do it before login as there is no proof of who clicked on the box. Also, the “legal notice” that is part of the Windows login has no logging mechanism as well as occurring prior to authenticating the user.
If you want to capture with “proof” that a user saw a notice then it must be done after they log in so you have the authenticated credentials. You can script it several ways. The fun stuff is to have it run a random number of days later so they get reminded. You can use a GPO or other login event trigger to run the script. Put it on top of all other windows at full screen to force an acknowledgement.