Take a look at the passage again:
While thunder boomed in the distance, Margaret
started off on her daily five-mile run. Confident that she had plenty
of time before the storm arrived. Wet hair and clothes plastered to her
body proved that she couldn't outpace Mother Nature.
You chose the first part, While thunder boomed in the distance, Margaret started off on her daily five-mile run. This part has a main clause: Margaret is the subject; started is the verb. A fragment will not have a main clause.
Go back to the passage to try again.