One of the questions was to translate "I did not say that". I put "No dije eso" but the answer that was wanted was "no he dicho eso". Please explain

Hola Andrew

We use the most natural translations in English and sometimes they are not literal to the Spanish. As Pepi said, in conjugation test-questions there´s always a "hint" that you find underneath indicating which tense to conjugate, in this case "Present perfect".

There's a table where you can see all the tense names in Spanish and English if that is something you are still not too familiar with. 

Saludos cordiales

Inma