to add spry validation to your forms, go to Insert -> Form in the bottom section there will be selections for the various Spry element types.
Once you have added a spry element, select it in design view, then notice the Blue Bounding box that appears. Select the Blue Bounding Box to trigger the Property inspector to show the settings for the validation element.
Through Google i found the following tutorial that goes through using spry in your forms:
the video is difficult to see, but it covers the basics pretty well.