How to Use dig to Find DMARC Records for a Domain?

Correct,

if the answer section is missing, there is no record on that subdomain/DNS entry you are looking up, e.g _dmarc.domain.com

If I were to do checks for myself, I would probably just check if the command outputs v=DMARC1, like: dig TXT _dmarc.domain.com | grep v=DMARC1

However, this does not mean that the DMARC is valid. Dig does not check this in itself, so further processing of the output is required, for example regex, or online tools providing validation services such as mxtoolbox.