You can use the built in ASP.NET validation with RadComboBox - simply make sure you set the ControlToValidate property of the respective validator to the ID of the RadComboBox instance.
See demo

Additionally, you can create Validation Groups. Simply, assign a group name to a set of validators to ensure that validation occurs only for controls in the specified group. This enables you to have multiple separately-validated forms on a single page.
See demo

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