'Refugees from a civil war, have you ever heard of the Dead Wars Captain?'
Depends if the "refugees" bit is denoting the speaker grabbing the listener's attention. If so, the comma is far too weak. Use an exclamation mark:-
People of Britain! Your attention, please!
You lot over there! Have any of you seen my bicycle?
If "refugees" is in the context of a more gentle question, you can still lose the comma, or at least rejig the sentence so that it is used properly:-
A word to the wise. Splice wood, not commas.
"Have you ever heard of Jane Eyre
, Dear Reader?