I did a test with your page and i was add validation to the select list with no issue. here is the steps i took:
1. Click on the <Form tag in code view our select the select list in design view.
2. open the Behaviors Panel (Window -> Behaviors) and click the + button
3. i selected WA Validation Toolkit -> Apply Client Validations -> Required...
4. select the field you want to validate and click ok
You from should be updated with the new validation added. (i have attached an update file).
for your second question, it looks like you would want to use Conditional Validation. You can get to that from the Behaviors panel -> WA Validation Toolkit -> Conditional Validation.