For mulitple file selection, when it comes to the file dialog window, you need to use the RadAsyncUpload control for that. This cannot be achieved when using the RadUpload control because it's not possible.
To answer you second question, you can handle the FileUploaded event of RadAsyncUpload and perform your validation logic there. For RadUpload, you would handle the ValidatingFile event. You can refer to these help articles about the events:
FileUploaded Event (RadAsyncUpload): http://www.telerik.com/help/aspnet-ajax/asyncupload-fileuploadedevent.html
ValidatingFile Event (RadUpload): http://www.telerik.com/help/aspnet-ajax/upload-server-side-validating-file.html
I hope that helps.