Currently, there is no feature as such available to validate your .csv files.
However, you can achieve this by implementing custom scripts that can be entered in the pre-processing command field of the last scheduling step of your mapping task. This will allow the task to then run the script when it is triggered, perform any validation you desire (i.e.: check format) and then only write data from source to target.
Can you please share a sample file and the details of the validation that you are looking to perform so that we can assist you with it.