"I spoke to the team yesterday and I told them that any complacency needs to be ironed out," said Elgar, who is standing in for the suspended Faf du Plessis.
Elgar said South Africa were determined to complete a 3-0 clean sweep against the tourists.
There is a personal reason for Elgar to get a win as captain. His only previous international captaincy was in the first Test against England at Lord’s in 2017 when Du Plessis flew home to be at the birth of his first child.
South Africa were beaten in that match and Elgar admitted that he found the experience "chaotic".
"It was the start of a very big series with all the hype and media commitments, so I wasn’t really able to enjoy it," he said.
"This time we’ve got the series in the bag and although it’s still a massive goal to win 3-0 there is a little less stress. I’m hoping to enjoy this experience."
South Africa will move up to second place on the ICC Test rankings, which Elgar said he regarded as "a massive opportunity".
Elgar said he was "pretty sure" Aiden Markram would play after undergoing a fitness test on the eve of Wanderers Test.
He also hinted that South Africa would again opt to play four fast bowlers on a pitch which has usually favoured them. "It looks a good wicket and hopefully it will have pace and bounce."
If South Africa went the all-seam route, Elgar said he would be aware of the problem of keeping up with the required over rate, following Du Plessis’s ban for a second over-rate offence in 12 months. "I will have to bowl a few overs," he said of his left-arm spin, "and (off-spinner) Aiden (Markram) may have to bowl a few overs too."
As an opening batsman, Elgar said he had been "mightily impressed" with Pakistan’s fast bowlers. "They come out with some fire. When conditions suit them, potentially they are up there with the best."
Pakistan batsman Azhar Ali said that although his team were disappointed to have lost the series, they hoped to bring their "A game" to the Wanderers.
"Every Test match you play outside (the UAE) is important for us. Hopefully we can win this Test match and it will be very good for us, especially with the one-dayers coming up."
"Any tour of South Africa you learn a lot," said Azhar. "It is always tough. We tried to plan for it and practise for it but unfortunately it did not go to plan. But there are still some things we think we have achieved. A few of the batsmen got stuck in and showed they can play on these wickets."
Despite being Pakistan’s most experienced batsman, Azhar has had a poor series, with only 44 runs in four innings.
"Coming into this series I had good confidence and the way I was playing in nets and in the side (warm-up) game I felt very good," he said.
"Unfortunately I didn’t perform but I still have one game to play and hopefully I can convert that good touch in the middle."
Azhar said the Wanderers pitch looked better for batting than those for the first two Tests. "It looks a better track. Yes, it has grass but in terms of cracks, I think they will widen much later than in the first two Test matches."